3 Stochastic control systems with long-range dependent noise (Q5081840)

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scientific article; zbMATH DE number 7543836
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3 Stochastic control systems with long-range dependent noise
scientific article; zbMATH DE number 7543836

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    3 Stochastic control systems with long-range dependent noise (English)
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    17 June 2022
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    Gauss-Volterra processes
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    fractional Brownian motions
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    Rosenblatt processes
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    linear-quadratic control
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