Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion

Yu Feng SHI, Jia Qiang WEN, Jie XIONG

数学学报(英文) ›› 2021, Vol. 37 ›› Issue (7) : 1156-1170.

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PDF(266 KB)
数学学报(英文) ›› 2021, Vol. 37 ›› Issue (7) : 1156-1170. DOI: 10.1007/s10114-021-0002-9

Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion

    Yu Feng SHI1, Jia Qiang WEN2, Jie XIONG3
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Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion

    Yu Feng SHI1, Jia Qiang WEN2, Jie XIONG3
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2021, 37(7): 1156-1170 https://doi.org/10.1007/s10114-021-0002-9
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2021, 37(7): 1156-1170 https://doi.org/10.1007/s10114-021-0002-9
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