Fractional anticipated BSDEs with stochastic Lipschitz coefficients (Q1787196): Difference between revisions
From MaRDI portal
Latest revision as of 17:58, 16 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fractional anticipated BSDEs with stochastic Lipschitz coefficients |
scientific article |
Statements
Fractional anticipated BSDEs with stochastic Lipschitz coefficients (English)
0 references
4 October 2018
0 references
fractional Brownian motion
0 references
anticipated backward stochastic differential equation
0 references
stochastic Lipschitz conditions
0 references
Itô's fractional formula
0 references
0 references