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"Mean-Field SDE Driven by a Fractional Brownian Motion and Related ..."

Rainer Buckdahn, Shuai Jing (2017)

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DOI: 10.1137/16M1077921

access: closed

type: Journal Article

metadata version: 2020-07-09

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Rainer Buckdahn, Shuai Jing:
Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem. SIAM J. Control. Optim. 55(3): 1500-1533 (2017)

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