Generalized fractional BSDE with non Lipschitz coefficients
type: Item
instance of: scholarly article
title: Generalized fractional BSDE with non Lipschitz coefficients
zbMATH Open document ID: 1386.60189
author: Ahmadou B. Sow
author: Sadibou Aidara
published in: Afrika Matematika
publication date: 2018-01-17T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6826898
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: Malliavin derivative
MaRDI profile type: Publication
full work available at URL: s13370-015-0354-3
OpenAlex ID: W1107989424
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cites work: Fractional backward stochastic differential equations and fractional backward variational inequalities
cites work: Q4029028
cites work: Generalized BSDEs and nonlinear Neumann boundary value problems
cites work: Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
cites work: BSDE with jumps and non-Lipschitz coefficients: application to large deviations
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cites work: An inequality of the Hölder type, connected with Stieltjes integration
DOI: 10.1007/S13370-015-0354-3
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description: scientific article; zbMATH DE number 6826898