Journal of Automation and Information Sciences
Published 12 issues per year
ISSN Print: 1064-2315
ISSN Online: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
On the Control Problem for Solution of Stochastic Differential Equation with Additive Fractional Brownian Motion
Volume 42,
Issue 7, 2010,
pp. 78-83
DOI: 10.1615/JAutomatInfScien.v42.i7.60
ABSTRACT
Sufficient conditions for existence of optimal strategy of control of solution of the stochastic differential equation, which includes additive fractional Brownian process with the Hurst parameter belonging to the interval (0, 1/2).
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