A stochastic maximum principle for processes driven by fractional Brownian motion
- 1 July 2002
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 100 (1-2) , 233-253
- https://doi.org/10.1016/s0304-4149(02)00105-9
Abstract
No abstract availableKeywords
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