Generalized BSDEs driven by fractional Brownian motion (Q1950705)

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scientific article; zbMATH DE number 6162740
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Generalized BSDEs driven by fractional Brownian motion
scientific article; zbMATH DE number 6162740

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    Generalized BSDEs driven by fractional Brownian motion (English)
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    13 May 2013
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    fractional Brownian motion
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    backward stochastic differential equations
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