Explicit solutions of a class of linear fractional BSDEs (Q2504564): Difference between revisions
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Revision as of 08:24, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions of a class of linear fractional BSDEs |
scientific article |
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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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