Fractional anticipated BSDEs with stochastic Lipschitz coefficients (Q1787196)

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scientific article; zbMATH DE number 6947350
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    Fractional anticipated BSDEs with stochastic Lipschitz coefficients
    scientific article; zbMATH DE number 6947350

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      Fractional anticipated BSDEs with stochastic Lipschitz coefficients (English)
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      4 October 2018
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      fractional Brownian motion
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      anticipated backward stochastic differential equation
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      stochastic Lipschitz conditions
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      Itô's fractional formula
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