Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474): Difference between revisions

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+Backward SDEs driven by Gaussian processes
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Q4925771
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Backward Stochastic Differential Equation Driven by Fractional Brownian Motion
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+Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)
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+Fractional backward stochastic differential equations and fractional backward variational inequalities
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+Adapted solution of a backward stochastic differential equation
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+Anticipated backward stochastic differential equations
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+An inequality of the Hölder type, connected with Stieltjes integration
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