scientific article; zbMATH DE number 4151543

MaRDI QIDQ3481023zbMATH OpenFDO

Authors Yaozhong Hu

Publication date 1990

Full work available at URL http://www.numdam.org/item?id=SPS_1990__24__453_0, https://eudml.org/doc/113737

zbMATH Keywords

Hausdorff-Campell formulastochastic differential equation

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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(4)

• Smooth density for some nilpotent rough differential equations
• Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter \(H>1/2\)
• scientific article; zbMATH DE number 3192057 (Why is no real title available?)
• The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion

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