Peng’s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion
Crossref DOI link: https://doi.org/10.1007/s11425-014-4826-y
Published Online: 2014-05-06
Published Print: 2014-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Buckdahn, Rainer
Jing, Shuai
Text and Data Mining valid from 2014-05-06