Fractional backward stochastic variational inequalities with non-Lipschitz coefficient

DOI10.1214/18-BJPS398zbMath1427.60107OpenAlexW2951462389MaRDI QIDQ2318625

Katarzyna Jańczak-Borkowska

Publication date: 15 August 2019

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1560153848

zbMATH Keywords

fractional Brownian motionbackward stochastic differential equationbackward stochastic variational inequalitiessubdifferential operator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

A class of backward stochastic Bellman-Bihari's inequality and its applications

Cites Work

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