BSDEs driven by fractional Brownian motion with time-delayed generators
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Publication:6607945
DOI10.1080/00036811.2023.2207586zbMath1546.60101MaRDI QIDQ6607945
Publication date: 19 September 2024
Published in: Applicable Analysis (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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