Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients
DOI10.21608/EJMAA.2023.205663.1025MaRDI QIDQ6598246
Ahmadou B. Sow, Bidji Ndiaye, Sadibou Aidara
Publication date: 4 September 2024
Published in: Electronic Journal of Mathematical Analysis and Applications EJMAA (Search for Journal in Brave)
fractional Brownian motionstochastic calculusbackward stochastic differential equationaveraging principleChebyshev's inequality and Itô's representation formulanon Lipschitz coefficients
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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