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3 Prove that fractional Brownian motion is not a semimartingale using the p-variation Mar 15 '20
2 Prove that fractional Brownian motion is not a semimartingale using the p-variation Mar 12 '20
1 Solve a 2-dimensional optimal control problem via Riccati nonlinear equation Mar 23 '20
1 Spectral decomposition of a $4\times4$ real nonsymmetric matrix with unknown elements Mar 27 '20
1 Solve optimal control problem whose associated system is nonlinear Apr 1 '20
0 Are the increments of a stochastic process driven by fractional Brownian motion independent? Mar 4 '20

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