Correction to: ``Stochastic control of memory mean-field processes

DOI10.1007/S00245-018-9483-ZzbMath1466.60108OpenAlexW2791845091MaRDI QIDQ1734290

Nacira Agram, Bernt Øksendal

Publication date: 27 March 2019

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/72548

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic integrals (60H05) Stochastic integral equations (60H20) Jump processes on general state spaces (60J76)

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Mean-field stochastic control with elephant memory in finite and infinite time horizon ⋮ Model uncertainty stochastic mean-field control ⋮ A financial market with singular drift and no arbitrage

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