Pages that link to "Item:Q477274"
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The following pages link to Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274):
Displayed 6 items.
- Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion (Q824712) (← links)
- Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion (Q2068039) (← links)
- (Q5038000) (← links)
- Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506) (← links)
- Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process (Q6107314) (← links)
- The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (Q6198076) (← links)