Pages that link to "Item:Q2660769"
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The following pages link to Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application (Q2660769):
Displaying 4 items.
- 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)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Stochastic controls of fractional Brownian motion (Q6123178) (← links)