On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions (Q5155158)
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scientific article; zbMATH DE number 7407063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions |
scientific article; zbMATH DE number 7407063 |
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On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions (English)
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6 October 2021
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bi-parabolic equation
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standard Brownian motion
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fractional Brownian motion
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terminal value problem
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ill-posedness
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