Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients (Q1987667): Difference between revisions
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scientific article
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English | Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients |
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Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients (English)
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15 April 2020
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backward stochastic differential equation
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fractional Brownian motion
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non-Lipschitz
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