On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739): Difference between revisions

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-Marina Kleptsyna
@@ Property / author: Marina Kleptsyna / rank @@
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@@ Property / author @@
-Alain Le Breton
@@ Property / author: Alain Le Breton / rank @@
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@@ Property / author @@
+Marina Kleptsyna
@@ Property / author: Marina Kleptsyna / rank @@
+Normal rank
@@ Property / author @@
+Alain Le Breton
@@ Property / author: Alain Le Breton / rank @@
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+W2115031099
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+A stochastic maximum principle for processes driven by fractional Brownian motion.
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+Merging of Opinions with Increasing Information
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+Q3878440
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+Stochastic analysis of the fractional Brownian motion
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+On the prediction of fractional Brownian motion
@@ Property / cites work: On the prediction of fractional Brownian motion / rank @@
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises
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+General approach to filtering with fractional brownian noises — application to linear systems
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+About the linear-quadratic regulator problem under a fractional Brownian perturbation
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+Q3645228
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+Adaptive control in the scalar linear-quadratic model in continuous time
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+Q3206067
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+Q3995465
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+Linear Problems for a Fractional Brownian Motion: Group Approach
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+Q5571417
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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@@ Property / cites work @@
+Linear estimation of self-similar processes via Lamperti's transformation
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@@ links / mardi / name / links / mardi / name @@
+Publication:3373739