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Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem.

Rainer BuckdahnShuai Jing
Published in: SIAM J. Control. Optim. (2017)
Keyphrases
  • fractional brownian motion
  • stochastic control
  • long range
  • non stationary
  • long range dependence
  • edge detection
  • markov random field
  • closed form
  • random fields
  • control problems
  • queueing systems
  • brownian motion