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 |
DOI | 10.1016/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. |
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