Mean-field backward stochastic differential equations driven by fractional Brownian motion
DOI10.1007/s10114-021-0002-9zbMath1470.60164arXiv1606.02014OpenAlexW3185400217WikidataQ115385189 ScholiaQ115385189MaRDI QIDQ2044792
Jie Xiong, Jiaqiang Wen, Yu-feng Shi
Publication date: 10 August 2021
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.02014
fractional Brownian motionpartial differential equationmean-field backward stochastic differential equation
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
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Cites Work
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