CORC  > 山东大学
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
Douissi, Soukaina; Wen, Jiaqiang; Shi, Yufeng
刊名APPLIED MATHEMATICS AND COMPUTATION
2019
卷号355页码:282-298
关键词Mean-field backward stochastic differential equation Anticipated backward stochastic differential equation Fractional Brownian motion Stochastic control
DOI10.1016/j.amc.2019.02.072
URL标识查看原文
公开日期[db:dc_date_available]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/4534258
专题山东大学
作者单位1.Univ Cadi Ayyad, Fac Semlalia, Lab LIBMA, Marrakech, Morocco.
2.Southern Univ Sci & Technol, Dept Math, Shenzhen
推荐引用方式
GB/T 7714
Douissi, Soukaina,Wen, Jiaqiang,Shi, Yufeng. Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem[J]. APPLIED MATHEMATICS AND COMPUTATION,2019,355:282-298.
APA Douissi, Soukaina,Wen, Jiaqiang,&Shi, Yufeng.(2019).Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem.APPLIED MATHEMATICS AND COMPUTATION,355,282-298.
MLA Douissi, Soukaina,et al."Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem".APPLIED MATHEMATICS AND COMPUTATION 355(2019):282-298.
个性服务
查看访问统计
相关权益政策
暂无数据
收藏/分享
所有评论 (0)
暂无评论
 

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。


©版权所有 ©2017 CSpace - Powered by CSpace