A problem of control of random processes (Q557481)
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scientific article; zbMATH DE number 2183765
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| English | A problem of control of random processes |
scientific article; zbMATH DE number 2183765 |
Statements
A problem of control of random processes (English)
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30 June 2005
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fractional Wiener process
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Hurst parameter
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Itô formula
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optimal control
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\(\varepsilon\)-optimal control
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stochastic differential equation
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fractional Brownian motion
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