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

@@ Property / author @@
-Yu-feng Shi
@@ Property / author: Yu-feng Shi / rank @@
-Normal rank
@@ Property / author @@
+Yu-feng Shi
@@ Property / author: Yu-feng Shi / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 60H20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6675244
@@ Property / zbMATH DE Number: 6675244 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+anticipative backward stochastic differential equation
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Brownian motion
@@ Property / zbMATH Keywords: fractional Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+comparison theorem
@@ Property / zbMATH Keywords: comparison theorem / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2340765683
@@ Property / OpenAlex ID: W2340765683 / rank @@
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@@ Property / arXiv ID @@
+.01847
@@ Property / arXiv ID: 1604.01847 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward SDEs driven by Gaussian processes
@@ Property / cites work: Backward SDEs driven by Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+Generalized BSDEs driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Integral transformations and anticipative calculus for fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Q4925771
@@ Property / cites work: Q4925771 / rank @@
+Normal rank
@@ Property / cites work @@
+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equation Driven by Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)
+Normal rank
@@ Property / cites work @@
+Fractional backward stochastic differential equations and fractional backward variational inequalities
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:504474