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Some topics in stochastic control
1.  Department of Mathematics, University of Kansas, Lawrence, Kansas 66045, United States 
[1] 
Litan Yan, Xiuwei Yin. Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. Discrete & Continuous Dynamical Systems  B, 2019, 24 (2) : 615635. doi: 10.3934/dcdsb.2018199 
[2] 
María J. Garrido–Atienza, Kening Lu, Björn Schmalfuss. Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion. Discrete & Continuous Dynamical Systems  B, 2010, 14 (2) : 473493. doi: 10.3934/dcdsb.2010.14.473 
[3] 
Bin Pei, Yong Xu, Yuzhen Bai. Convergence of pth mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems  B, 2017, 22 (11) : 00. doi: 10.3934/dcdsb.2019213 
[4] 
Shaokuan Chen, Shanjian Tang. Semilinear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Mathematical Control & Related Fields, 2015, 5 (3) : 401434. doi: 10.3934/mcrf.2015.5.401 
[5] 
Ahmed Boudaoui, Tomás Caraballo, Abdelghani Ouahab. Stochastic differential equations with noninstantaneous impulses driven by a fractional Brownian motion. Discrete & Continuous Dynamical Systems  B, 2017, 22 (7) : 25212541. doi: 10.3934/dcdsb.2017084 
[6] 
Guolian Wang, Boling Guo. Stochastic Kortewegde Vries equation driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems  A, 2015, 35 (11) : 52555272. doi: 10.3934/dcds.2015.35.5255 
[7] 
Yong Xu, Rong Guo, Di Liu, Huiqing Zhang, Jinqiao Duan. Stochastic averaging principle for dynamical systems with fractional Brownian motion. Discrete & Continuous Dynamical Systems  B, 2014, 19 (4) : 11971212. doi: 10.3934/dcdsb.2014.19.1197 
[8] 
Yong Xu, Bin Pei, Rong Guo. Stochastic averaging for slowfast dynamical systems with fractional Brownian motion. Discrete & Continuous Dynamical Systems  B, 2015, 20 (7) : 22572267. doi: 10.3934/dcdsb.2015.20.2257 
[9] 
Yong Ren, Xuejuan Jia, Lanying Hu. Exponential stability of solutions to impulsive stochastic differential equations driven by $G$Brownian motion. Discrete & Continuous Dynamical Systems  B, 2015, 20 (7) : 21572169. doi: 10.3934/dcdsb.2015.20.2157 
[10] 
Defei Zhang, Ping He. Functional solution about stochastic differential equation driven by $G$Brownian motion. Discrete & Continuous Dynamical Systems  B, 2015, 20 (1) : 281293. doi: 10.3934/dcdsb.2015.20.281 
[11] 
Dingjun Yao, Rongming Wang, Lin Xu. Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission. Journal of Industrial & Management Optimization, 2015, 11 (2) : 461478. doi: 10.3934/jimo.2015.11.461 
[12] 
Jianhui Huang, Xun Li, Jiongmin Yong. A linearquadratic optimal control problem for meanfield stochastic differential equations in infinite horizon. Mathematical Control & Related Fields, 2015, 5 (1) : 97139. doi: 10.3934/mcrf.2015.5.97 
[13] 
Tyrone E. Duncan. Some linearquadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions. Discrete & Continuous Dynamical Systems  A, 2015, 35 (11) : 54355445. doi: 10.3934/dcds.2015.35.5435 
[14] 
Zhenyu Lu, Junhao Hu, Xuerong Mao. Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations. Discrete & Continuous Dynamical Systems  B, 2019, 24 (8) : 40994116. doi: 10.3934/dcdsb.2019052 
[15] 
Fulvia Confortola, Elisa Mastrogiacomo. Feedback optimal control for stochastic Volterra equations with completely monotone kernels. Mathematical Control & Related Fields, 2015, 5 (2) : 191235. doi: 10.3934/mcrf.2015.5.191 
[16] 
Yufeng Shi, Tianxiao Wang, Jiongmin Yong. Optimal control problems of forwardbackward stochastic Volterra integral equations. Mathematical Control & Related Fields, 2015, 5 (3) : 613649. doi: 10.3934/mcrf.2015.5.613 
[17] 
N. U. Ahmed. Weak solutions of stochastic reaction diffusion equations and their optimal control. Discrete & Continuous Dynamical Systems  S, 2018, 11 (6) : 10111029. doi: 10.3934/dcdss.2018059 
[18] 
Jin Li, Jianhua Huang. Dynamics of a 2D Stochastic nonNewtonian fluid driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems  B, 2012, 17 (7) : 24832508. doi: 10.3934/dcdsb.2012.17.2483 
[19] 
Arnulf Jentzen. Taylor expansions of solutions of stochastic partial differential equations. Discrete & Continuous Dynamical Systems  B, 2010, 14 (2) : 515557. doi: 10.3934/dcdsb.2010.14.515 
[20] 
Diana Keller. Optimal control of a linear stochastic Schrödinger equation. Conference Publications, 2013, 2013 (special) : 437446. doi: 10.3934/proc.2013.2013.437 
2018 Impact Factor: 1.008
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