Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053)
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scientific article; zbMATH DE number 6881905
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| English | Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions |
scientific article; zbMATH DE number 6881905 |
Statements
Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (English)
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7 June 2018
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backward stochastic differential equations
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Malliavin calculus
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fractional Brownian motions
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Itô formula
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0.9025867581367492
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0.8685855269432068
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0.861869752407074
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0.854880154132843
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0.8413329124450684
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