Variational principle for stochastic singular control of mean-field Levy-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 Levy processes having moments of all orders and an independent Brownian motion. Under
Koleksiyonlar
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