biagini.hu.ea:02:stochastic¶
BibTeX Entry:
@article{biagini.hu.ea:02:stochastic,
author = {Biagini, Francesca and Hu, Yaozhong and {\O}ksendal, Bernt and Sulem, Agn\`es},
doi = {10.1016/S0304-4149(02)00105-9},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {93E20 (49K45 60H05 60H10)},
mrnumber = {1919615},
mrreviewer = {Vivek S. Borkar},
pages = {233--253},
title = {A stochastic maximum principle for processes driven by fractional {B}rownian motion},
url = {https://doi.org/10.1016/S0304-4149(02)00105-9},
volume = {100},
year = {2002}
}