Optimal tracking for bilinear stochastic system driven by fractional Brownian motions (Q488886): Difference between revisions

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+https://doi.org/10.1007/s11424-012-9254-x
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+W2049177647
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Integral transformations and anticipative calculus for fractional Brownian motions
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+Stochastic Control for Linear Systems Driven by Fractional Noises
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+Stochastic calculus for fractional Brownian motion and related processes.
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+A stochastic maximum principle for processes driven by fractional Brownian motion.
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+Backward Stochastic Differential Equation Driven by Fractional Brownian Motion
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+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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