Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6675244 / rank | |||
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| Property / zbMATH Keywords | |||
anticipative backward stochastic differential equation | |||
| Property / zbMATH Keywords: anticipative backward stochastic differential equation / rank | |||
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fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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comparison theorem | |||
| Property / zbMATH Keywords: comparison theorem / rank | |||
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Revision as of 02:12, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipative backward stochastic differential equations driven by fractional Brownian motion |
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Anticipative backward stochastic differential equations driven by fractional Brownian motion (English)
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16 January 2017
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anticipative backward stochastic differential equation
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fractional Brownian motion
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comparison theorem
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