Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377)
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scientific article; zbMATH DE number 7138490
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| English | Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem |
scientific article; zbMATH DE number 7138490 |
Statements
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (English)
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28 November 2019
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mean-field backward stochastic differential equation
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anticipated backward stochastic differential equation
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fractional Brownian motion
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stochastic control
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0.9176236391067504
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0.8962463140487671
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0.8907471895217896
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0.8473872542381287
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0.8452500104904175
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