Stochastic maximum principle for fully coupled forward-backward stochastic differential equations driven by subdiffusion (Q6608777)
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scientific article; zbMATH DE number 7916657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for fully coupled forward-backward stochastic differential equations driven by subdiffusion |
scientific article; zbMATH DE number 7916657 |
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Stochastic maximum principle for fully coupled forward-backward stochastic differential equations driven by subdiffusion (English)
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20 September 2024
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stochastic control
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stochastic maximum principle
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forward-backward stochastic differential equation
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anomalous subdiffusion
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