Work

Stochastic Control for Linear Systems Driven by Fractional Noises

Year: 2005

Type: article

Source: SIAM Journal on Control and Optimization

DOI: 10.1137/s0363012903426045

Authors: Yaozhong Hu, Xun Yu Zhou

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1989030451

FWCI: 3.416

Cites: 23

Cited by: 65

Related to: 10