scientific article; zbMATH DE number 7458978

zbMath1499.60166MaRDI QIDQ5022418

Sadibou Aidara

Publication date: 18 January 2022

Full work available at URL: http://math-frac.org/Journals/JFCA/Vol12(2)_July_2021/Vol12(2)_Papers/Volume12(2)_Paper10_Abstract.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motionBrownian motionbackward stochastic differential equationMalliavin derivativefractional Itô formula

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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