Author
Saloua Labed
results may include different authors with the same name
2 papers
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
This paper deals with optimal combined singular and regular controls for stochastic Volterra integral equations, where the solution X^{u,\xi}(t)=X(t) is given by X(t) =\phi(t)+\int_{0}^{t}}b(t,s,X(s),u(s))…