Explicit solutions of a class of linear fractional BSDEs (Q2504564): Difference between revisions

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Latest revision as of 19:44, 24 June 2024

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Explicit solutions of a class of linear fractional BSDEs
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    Explicit solutions of a class of linear fractional BSDEs (English)
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    25 September 2006
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    backward stochastic differential equations
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    fractional Brownian motion
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    partial differential equations
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