A maximum principle for mean-field SDEs with time change (Q1678481)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for mean-field SDEs with time change |
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A maximum principle for mean-field SDEs with time change (English)
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17 November 2017
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time change
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martingale random fields
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mean-field SDE
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mean-field BSDEs
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mean-field stochastic optimal control
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