A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147)
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scientific article; zbMATH DE number 7317185
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| English | A stochastic maximum principle for general controlled systems driven by fractional Brownian motions |
scientific article; zbMATH DE number 7317185 |
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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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0.9460110664367676
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0.9040312767028807
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0.9038891196250916
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0.8989740014076233
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