Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem |
scientific article |
Statements
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (English)
0 references
28 November 2019
0 references
mean-field backward stochastic differential equation
0 references
anticipated backward stochastic differential equation
0 references
fractional Brownian motion
0 references
stochastic control
0 references
