A stochastic maximum principle for general controlled systems driven by fractional Brownian motions
type: Item
instance of: scholarly article
title: A stochastic maximum principle for general controlled systems driven by fractional Brownian motions
zbMATH Open document ID: 1458.93239
author: Yifang Sun
published in: Journal of Mathematical Analysis and Applications
publication date: 2021-03-03T00:00:00Z
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 7317185
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: stochastic control
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: fractional Brownian motion
MaRDI profile type: Publication
full work available at URL: j.jmaa.2020.124854
OpenAlex ID: W3112606586
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DOI: 10.1016/J.JMAA.2020.124854
description: scientific article; zbMATH DE number 7317185