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Stochastic control systems with long-range dependent noise. (English) Zbl 07543836

Domański, Paweł D. (ed.) et al., Outliers in control engineering. Fractional calculus perspective. Based on the 20th world congress of the International Federation of Automatic Control (IFAC), Toulouse, France, July 9–14, 2017. Berlin: De Gruyter. Fract. Calc. Appl. Sci. Eng. 10, 47-59 (2022).
MSC:  93E03 60G22 93C05
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Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\). (English. Russian original) Zbl 07495295

Differ. Equ. 58, No. 1, 9-14 (2022); translation from Differ. Uravn. 58, No. 1, 11-16 (2022).
MSC:  60H10 60H05 60G22
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