English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

Time change is a powerful technique for generating noises and providingflexible models. In the framework of time changed Brownian and Poisson randommeasures we study the existence and uniqueness of a solution to a generalmean-field stochastic differential equation. We consider a mean-fieldstochastic control problem for mean-field controlled dynamics and we present anecessary and a sufficient maximum principle. For this we study existence anduniqueness of solutions to mean-field backward stochastic differentialequations in the context of time change. An example of a centralised control inan economy with specialised sectors is provided.

A Maximum Principle for Mean-Field SDEs with time change