| dc.date.accessioned | 2015-03-02T18:50:58Z | |
| dc.date.available | 2015-03-02T18:50:58Z | |
| dc.date.issued | 2000 | |
| dc.identifier.uri | http://hdl.handle.net/10852/42664 | |
| dc.language.iso | en | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series: Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2000). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | A stochastic maximum principle for processes driven by fractional Brownian motion | en_US |
| dc.type | Research report | en_US |
| dc.rights.holder | Copyright 2000 The Author(s) | |
| dc.creator.author | Hu, Yaozhong | |
| dc.creator.author | Øksendal, Bernt | |
| dc.creator.author | Sulem, Agnès | |
| dc.identifier.urn | URN:NBN:no-47056 | |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/42664/2/2000-24.pdf | |