Generalized fractional BSDE with non Lipschitz coefficients (Q1689692)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized fractional BSDE with non Lipschitz coefficients |
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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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