Variational principle for stochastic singular control of mean-field Lévy-forward-backward system driven by orthogonal Teugels martingales with application
Özet
We consider stochastic singular control for mean-field forward-backward stochastic differential equations, driven by orthogonal Teugels martingales associated with some Lévy processes having moments of all orders and an independent Brownian motion. Under
Bağlantı
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85048706425&doi=10.1504%2fIJMIC.2017.085944&partnerID=40&md5=4192a4023d56902e0270ee1539e5d85chttps://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/10113
Koleksiyonlar
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