Generalized fractional BSDE with jumps and Lipschitz coefficients (Q2273715)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized fractional BSDE with jumps and Lipschitz coefficients |
scientific article |
Statements
Generalized fractional BSDE with jumps and Lipschitz coefficients (English)
0 references
25 September 2019
0 references
fractional Brownian motion
0 references
backward stochastic differential equation
0 references
Poisson jumps
0 references
Malliavin derivative
0 references
0 references
0 references
0 references
0 references
