Generalized delay BSDE driven by fractional Brownian motion (Q6643462)
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scientific article; zbMATH DE number 7949492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized delay BSDE driven by fractional Brownian motion |
scientific article; zbMATH DE number 7949492 |
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Generalized delay BSDE driven by fractional Brownian motion (English)
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26 November 2024
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fractional Brownian motion
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backward stochastic differential equations
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Malliavin derivative
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