Pages that link to "Item:Q3180610"
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The following pages link to Stochastic maximum principle for stochastic differential equations driven by fractional Brownian motion with jumps (Q3180610):
Displaying 3 items.
- 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 processes driven by fractional Brownian motion. (Q1766033) (← links)
- Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (Q2800470) (← links)
