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most citedFokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion

1 citations · 1 across the 3 of their papers we have counts for

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math.OC2019

Singular optimal control of stochastic Volterra integral equations

Nacira Agram, Saloua Labed, Bernt Øksendal +1

This paper deals with optimal combined singular and regular controls for stochastic Volterra integral equations, where the solution X^{u,ξ}(t)=X(t) is given by X(t) =ϕ(t)+\int_{0}^…