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
