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scientific article; zbMATH DE number 7458978
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scientific article; zbMATH DE number 7458978

    Statements

    author
    Sadibou Aidara
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    publication date
    18 January 2022
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    zbMATH Keywords
    Brownian motion
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    fractional Brownian motion
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    backward stochastic differential equation
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    Malliavin derivative
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    fractional Itô formula
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60H07
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    60G22
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    zbMATH DE Number
    7458978
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