  We study a stochastic control system involving both a standard and a
fractional Brownian motion with Hurst parameter less than 1/2. We apply an
anticipative Girsanov transformation to transform the system into another one,
driven only by the standard Brownian motion with coefficients depending on both
the fractional Brownian motion and the standard Brownian motion. We derive a
maximum principle and the associated stochastic variational inequality, which
both are generalizations of the classical case.
