Generalized fractional BSDE with non Lipschitz coefficients (Q1689692)
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scientific article; zbMATH DE number 6826898
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized fractional BSDE with non Lipschitz coefficients |
scientific article; zbMATH DE number 6826898 |
Statements
Generalized fractional BSDE with non Lipschitz coefficients (English)
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17 January 2018
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fractional Brownian motion
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backward stochastic differential equation
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Malliavin derivative
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0.97299033
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0.9458825
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0.93243307
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0.92236245
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0.91963875
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0.9194803
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0.9185815
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0.91305053
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0.90912384
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