Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients (Q1987667)
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: Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients |
scientific article; zbMATH DE number 7189595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients |
scientific article; zbMATH DE number 7189595 |
Statements
Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients (English)
0 references
15 April 2020
0 references
backward stochastic differential equation
0 references
fractional Brownian motion
0 references
non-Lipschitz
0 references
0 references