Stochastic controls of fractional Brownian motion
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Publication:6123178
DOI10.1515/rose-2023-2025OpenAlexW4391402549MaRDI QIDQ6123178
Publication date: 4 March 2024
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2023-2025
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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