Pages that link to "Item:Q477274"
From MaRDI portal
The following pages link to Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274):
Displaying 13 items.
- Maximum principle for controlled fractional Fokker-Planck equations (Q318687) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Maximum principle of discrete stochastic control system driven by both fractional noise and white noise (Q782063) (← links)
- Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion (Q824712) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion (Q2068039) (← links)
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application (Q2660769) (← links)
- Stochastic maximum principle for stochastic differential equations driven by fractional Brownian motion with jumps (Q3180610) (← links)
- (Q5038000) (← links)
- Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379) (← links)
- Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506) (← links)
- Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process (Q6107314) (← links)
- The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (Q6198076) (← links)
