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Generalized delay BSDE driven by fractional Brownian motion - MaRDI portal

Generalized delay BSDE driven by fractional Brownian motion

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Publication:6643462

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DOI10.1515/rose-2024-2026MaRDI QIDQ6643462

Clément Manga, Ibrahima Sane, Amadou Saikou Diallo, Sadibou Aidara

Publication date: 26 November 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motion backward stochastic differential equations Malliavin derivative

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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