Generalized fractional BSDE with non Lipschitz coefficients (Q1689692)
From MaRDI portal
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use this page instead for the normal view: Generalized fractional BSDE with non Lipschitz coefficients
scientific article; zbMATH DE number 6826898
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized fractional BSDE with non Lipschitz coefficients |
scientific article; zbMATH DE number 6826898 |
Statements
Generalized fractional BSDE with non Lipschitz coefficients (English)
0 references
17 January 2018
0 references
fractional Brownian motion
0 references
backward stochastic differential equation
0 references
Malliavin derivative
0 references
0 references
0 references
0.97299033
0 references
0.9458825
0 references
0.93243307
0 references
0.92236245
0 references
0.91963875
0 references
0.9194803
0 references
0.9185815
0 references
0.91305053
0 references
0.90912384
0 references
