Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic integral equations (60H20)

Cites Work

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Anticipative backward stochastic differential equations driven by fractional Brownian motion
Adapted solution of a backward stochastic differential equation
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Wienersche Spiralen und einige andere interessante Kurven im Hilbertschen Raum.
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A Numerical Method and its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations

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