Open AccessAn optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion
Author(s) -
Wilfried Grecksch,
Hannelore Lisei
Publication year - 2022
Publication title -
stochastics and dynamics/stochastics and dynamics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.566
H-Index - 26
eISSN - 1793-6799
pISSN - 0219-4937
DOI - 10.1142/s0219493722400202
Subject(s) - mathematics , uniqueness , multiplicative function , brownian motion , optimal control , quadratic equation , multiplicative noise , motion (physics) , mathematical analysis , mathematical optimization , classical mechanics , geometry , statistics , physics , signal transfer function , digital signal processing , analog signal , electrical engineering , engineering