Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074)

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Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
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    Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (English)
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    20 November 2019
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    stochastic linear-quadratic control problem
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    Gauss-Volterra noise processes
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