A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147): Difference between revisions

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Latest revision as of 16:45, 24 July 2024

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A stochastic maximum principle for general controlled systems driven by fractional Brownian motions
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    A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (English)
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    3 March 2021
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    stochastic maximum principle
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    stochastic control
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    Malliavin calculus
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    fractional Brownian motion
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