Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/110831416
Reference20 articles.
1. THE STOCHASTIC WAVE EQUATION DRIVEN BY FRACTIONAL BROWNIAN NOISE AND TEMPORALLY CORRELATED SMOOTH NOISE
2. Prediction for some processes related to a fractional Brownian motion
3. STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
4. Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
5. Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
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