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BSDEs generated by fractional space-time noise and related SPDEs - MaRDI portal

BSDEs generated by fractional space-time noise and related SPDEs (Q6160578)

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scientific article; zbMATH DE number 7701066
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BSDEs generated by fractional space-time noise and related SPDEs
scientific article; zbMATH DE number 7701066

    Statements

    title
    BSDEs generated by fractional space-time noise and related SPDEs (English)
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    author
    Yaozhong Hu
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    Juan Li
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    Chao Mi
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    publication date
    26 June 2023
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    zbMATH Keywords
    backward stochastic differential equations
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    stochastic partial differential equations
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    Feynman-Kac formulas
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    fractional space-time noise
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    explicit solution
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    Malliavin calculus
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    cites work
    Q4001807
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    Q3995203
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    Identifiers

    arXiv ID
    2208.00289
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    Mathematics Subject Classification ID
    60Hxx
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    60Gxx
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    35Rxx
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    zbMATH DE Number
    7701066
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