Generalized BDSDEs driven by fractional Brownian motion (Q6054113)
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scientific article; zbMATH DE number 7753887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized BDSDEs driven by fractional Brownian motion |
scientific article; zbMATH DE number 7753887 |
Statements
Generalized BDSDEs driven by fractional Brownian motion (English)
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24 October 2023
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backward stochastic differential equation
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Lipschitz coefficients
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Malliavin derivative and fractional Itô's formula
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