A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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