Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions (Q5268386)
From MaRDI portal
scientific article; zbMATH DE number 6733300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions |
scientific article; zbMATH DE number 6733300 |
Statements
Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions (English)
0 references
20 June 2017
0 references
stochastic functional differential equations
0 references
Bismut formula
0 references
fractional Brownian motion
0 references
Harnack inequality
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
