Backward Stochastic Differential Equation Driven by Fractional Brownian Motion (Q3566981)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Differential Equation Driven by Fractional Brownian Motion |
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Backward Stochastic Differential Equation Driven by Fractional Brownian Motion (English)
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10 June 2010
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backward stochastic differential equation
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fractional Brownian motion
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quasi-conditional expectation
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