Fractional anticipated BSDEs with stochastic Lipschitz coefficients (Q1787196)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fractional anticipated BSDEs with stochastic Lipschitz coefficients |
scientific article; zbMATH DE number 6947350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional anticipated BSDEs with stochastic Lipschitz coefficients |
scientific article; zbMATH DE number 6947350 |
Statements
Fractional anticipated BSDEs with stochastic Lipschitz coefficients (English)
0 references
4 October 2018
0 references
fractional Brownian motion
0 references
anticipated backward stochastic differential equation
0 references
stochastic Lipschitz conditions
0 references
Itô's fractional formula
0 references
0 references