Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions |
scientific article |
Statements
Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (English)
0 references
7 June 2018
0 references
backward stochastic differential equations
0 references
Malliavin calculus
0 references
fractional Brownian motions
0 references
Itô formula
0 references
