Optimal control for rough differential equations

Reference : Optimal control for rough differential equations


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19292

Title :	Optimal control for rough differential equations
Language :	English
Author, co-author :	Mazliak, Laurent [> >]
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2008
Journal title :	Stochastics and Dynamics
Publisher :	World Scientific Publishing Company
Volume :	8
Issue/season :	1
Pages :	23-33
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0219-4937
Permalink :	http://hdl.handle.net/10993/19292

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