OpenAlex | Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion

Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion

Work

Year: 2015

Type: article

Source: Banach Center Publications

Authors T. E. Duncan, Bohdan Maslowski, B. Pasik-Duncan

Institutions University of Kansas, Charles University

Cites:

Cited by: 9

Related to: 10

FWCI: 1.533

Citation percentile (by year/subfield): 81.43

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed