A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises
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Publication:2358293
DOI10.3934/jimo.2016.12.1287zbMath1364.93819OpenAlexW2527524458MaRDI QIDQ2358293
Publication date: 14 June 2017
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2016.12.1287
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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