Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion (Q4554818)
From MaRDI portal
scientific article; zbMATH DE number 6976035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion |
scientific article; zbMATH DE number 6976035 |
Statements
Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion (English)
0 references
9 November 2018
0 references
backward stochastic differential equation
0 references
fractional Brownian motion
0 references
backward stochastic variational inequalities
0 references
subdifferential operator
0 references
0 references
0 references
