Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions
type: Item
instance of: scholarly article
title: Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions
zbMATH Open document ID: 1399.60093
DOI: 10.1016/S0252-9602(18)30774-4
author: Yuecai Han
author: Yifang Sun
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2018-06-07T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6881905
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: fractional Brownian motions
zbMATH Keywords: Itô formula
MaRDI profile type: Publication
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full work available at URL: s0252-9602(18)30774-4
OpenAlex ID: W2794168887
description: scientific article; zbMATH DE number 6881905