Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506)
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scientific article; zbMATH DE number 6722996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem |
scientific article; zbMATH DE number 6722996 |
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Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (English)
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24 May 2017
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mean-field SDE
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mean-field FBSDE
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fractional Brownian motion
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Pontryagin-type maximum principle
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