Yaozhong Hu, Xun Yu Zhou. Stochastic Control for Linear Systems Driven by Fractional Noises. SIAM J. Control and Optimization, 43(6):2245-2277, 2005. [doi]
@article{HuZ05-0, title = {Stochastic Control for Linear Systems Driven by Fractional Noises}, author = {Yaozhong Hu and Xun Yu Zhou}, year = {2005}, doi = {10.1137/S0363012903426045}, url = {http://dx.doi.org/10.1137/S0363012903426045}, tags = {control systems}, researchr = {https://researchr.org/publication/HuZ05-0}, cites = {0}, citedby = {0}, journal = {SIAM J. Control and Optimization}, volume = {43}, number = {6}, pages = {2245-2277}, }