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

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-Chang-Li Yang
@@ Property / author: Chang-Li Yang / rank @@
-Normal rank
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+Chang-Li Yang
@@ Property / author: Chang-Li Yang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11424-012-9254-x
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@@ Property / OpenAlex ID @@
+W2049177647
@@ Property / OpenAlex ID: W2049177647 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
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@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
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@@ Property / cites work @@
+Integral transformations and anticipative calculus for fractional Brownian motions
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@@ Property / cites work @@
+Stochastic Control for Linear Systems Driven by Fractional Noises
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@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
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@@ Property / cites work @@
+A stochastic maximum principle for processes driven by fractional Brownian motion.
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@@ Property / cites work @@
+Backward Stochastic Differential Equation Driven by Fractional Brownian Motion
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@@ Property / cites work @@
+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
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@@ Property / cites work @@
+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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@@ links / mardi / name / links / mardi / name @@
+Publication:488886