Fractional anticipated BSDEs with stochastic Lipschitz coefficients (Q1787196)
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scientific article; zbMATH DE number 6947350
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| default for all languages | No label defined |
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| English | 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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0.9161815643310548
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0.888616681098938
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0.8880653381347656
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0.8650647401809692
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