Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757): Difference between revisions

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+https://doi.org/10.1007/s10255-013-0219-1
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+W1973208575
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@@ Property / cites work @@
+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
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+Stochastic integration with respect to the fractional Brownian motion
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+Explicit solutions of a class of linear fractional BSDEs
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+A stochastic maximum principle for processes driven by fractional Brownian motion.
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+Minimal variance hedging for fractional Brownian motion
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+Stochastic integration with respect to fractional Brownian motion
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Arbitrage with Fractional Brownian Motion
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+Q4220653
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+Publication:350757