A maximum principle for mean-field SDEs with time change (Q1678481)

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A maximum principle for mean-field SDEs with time change
scientific article

    Statements

    title
    A maximum principle for mean-field SDEs with time change (English)
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    author
    Giulia Di Nunno
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    Hannes Haferkorn
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    publication date
    17 November 2017
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    zbMATH Keywords
    time change
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    martingale random fields
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    mean-field SDE
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    mean-field BSDEs
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    mean-field stochastic optimal control
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    Identifiers

    Mathematics Subject Classification ID
    60G60
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    60H10
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    93E20
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    91G80
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    zbMATH DE Number
    6808406
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    OpenAlex ID
    W2964053902
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    arXiv ID
    1608.05993
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