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
    0 references
    0 references
    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
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references