Pages that link to "Item:Q1766033"
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The following pages link to A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033):
Displaying 36 items.
- Generalized backward stochastic variational inequalities driven by a fractional Brownian motion (Q318984) (← links)
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- Heavy-traffic limit for a feed-forward fluid model with heterogeneous heavy-tailed on/off sources (Q352984) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- Optimal tracking for bilinear stochastic system driven by fractional Brownian motions (Q488886) (← links)
- A general non-existence result for linear BSDEs driven by Gaussian processes (Q516011) (← links)
- Backward SDEs driven by Gaussian processes (Q740188) (← links)
- Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- Minimal variance hedging for fractional Brownian motion (Q1884152) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations (Q2081748) (← links)
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
- Generalized fractional BSDE with jumps and Lipschitz coefficients (Q2273715) (← links)
- Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion (Q2273738) (← links)
- Fractional backward stochastic differential equations and fractional backward variational inequalities (Q2346984) (← links)
- Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)
- Optimal control problem with an integral equation as the control object (Q2653948) (← links)
- Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes (Q2660165) (← links)
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application (Q2660769) (← links)
- Stationarity and control of a tandem fluid network with fractional Brownian motion input (Q3173007) (← links)
- Stochastic maximum principle for stochastic differential equations driven by fractional Brownian motion with jumps (Q3180610) (← links)
- On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
- Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion (Q3423696) (← links)
- Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (Q3566398) (← links)
- DYNAMIC MEAN-VARIANCE OPTIMIZATION UNDER CLASSICAL RISK MODEL WITH FRACTIONAL BROWNIAN MOTION PERTURBATION (Q3606614) (← links)
- Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion (Q4554818) (← links)
- BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control (Q4923210) (← links)
- Mean-field optimal control problem of SDDES driven by fractional Brownian Motion (Q5122743) (← links)
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)
- Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506) (← links)
- An Infinite-Dimensional Fractional Linear Quadratic Regulator Problem (Q5388156) (← links)
- Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process (Q6107314) (← links)
- Stochastic controls of fractional Brownian motion (Q6123178) (← links)
- Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (Q6180295) (← links)
