Biagini, Francesca
ORCID: https://orcid.org/0000-0001-9801-5259; Hu, Yaozhong; Øksendal, Bernt and Sulem, Agnès
(2002):
A stochastic maximum principle for processes driven by fractional Brownian motion.
In: Stochastic Processes and their Applications, Vol. 100, No. 1-2: pp. 233-253
| Item Type: | Journal article |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Mathematics > Workgroup Financial Mathematics |
| Subjects: | 500 Science > 510 Mathematics |
| ISSN: | 03044149 |
| Language: | English |
| Item ID: | 109916 |
| Date Deposited: | 26. Mar 2024, 07:59 |
| Last Modified: | 26. Mar 2024, 07:59 |
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