Blar i NHH Brage på forfatter "Haferkorn, Hannes Hagen"
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A Maximum Principle for Mean-Field SDEs with Time Change
Di Nunno, Giulia; Haferkorn, Hannes Hagen (Journal article; Peer reviewed, 2017)Time change is a powerful technique for generating noises and providing flexible models. In the framework of time changed Brownian and Poisson random measures we study the existence and uniqueness of a solution to a ...