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We study a stochastic control system involving both a standard and a fractional Brownian motion with Hurst parameter less than 1/2. We apply an anticipative Girsanov transformation to transform the system into another one, driven only by the standard Brownian motion with coefficients depending on both the fractional Brownian motion and the standard Brownian motion. We derive a maximum principle and...
This paper is devoted to a kind of stochastic exact controllability of stochastic control system, whose coefficient is time-dependent.The problem is studied from the viewpoint of backward stochastic differential equations, we give a sufficient and necessary condition of stochastic exact controllability for stochastic control systems. If the stochastic system degenerate to deterministic systems, the...
This paper is devoted to stochastic exact controllability of stochastic control system,whose coefficient is time-dependent.The problem is studied from the viewpoint of Backward Stochastic Differential Equations,we give a sufficient and necessary condition of stochastic exact controllability for stochastic control systems .If stochastic systems degenerate to deterministic systems,the algebraic criterion...
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