Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients (Q2022312)
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scientific article; zbMATH DE number 7340923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients |
scientific article; zbMATH DE number 7340923 |
Statements
Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients (English)
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28 April 2021
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fractional Brownian motion
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anticipated backward stochastic differential equation
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Malliavin derivative
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fractional Itô's formula
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Gronwall's lemma
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Jensen inequality
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