Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients
type: Item
instance of: scholarly article
title: Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients
zbMATH Open document ID: 1436.60059
author: Xianye Yu
author: Mingbo Zhang
published in: Statistics \& Probability Letters
publication date: 2020-04-15T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 7189595
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: non-Lipschitz
MaRDI profile type: Publication
full work available at URL: j.spl.2019.108681
OpenAlex ID: W2995541773
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DOI: 10.1016/J.SPL.2019.108681
description: scientific article; zbMATH DE number 7189595