Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem

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Publication:2009377

DOI10.1016/j.amc.2019.02.072zbMath1428.60075arXiv1804.10482OpenAlexW2964251538MaRDI QIDQ2009377

Soukaina Douissi, Jiaqiang Wen, Yu-feng Shi

Publication date: 28 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.10482




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