Stochastic controls of fractional Brownian motion (Q6123178)
From MaRDI portal
scientific article; zbMATH DE number 7812408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic controls of fractional Brownian motion |
scientific article; zbMATH DE number 7812408 |
Statements
Stochastic controls of fractional Brownian motion (English)
0 references
4 March 2024
0 references
fractional Brownian motion
0 references
stochastic maximum principle
0 references
generalized Itô formula
0 references
optimal control
0 references
