Fractional backward stochastic differential equations and fractional backward variational inequalities (Q2346984)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional backward stochastic differential equations and fractional backward variational inequalities |
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Fractional backward stochastic differential equations and fractional backward variational inequalities (English)
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26 May 2015
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In this paper, the authors study the existence and uniqueness of solutions for a backward stochastic differential equation driven by a fractional Brownian motion using the fractional stochastic calculus and a fixed point theorem over an appropiate Banach space.
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backward stochastic differential equations
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fractional Brownian motion
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divergence-type integral
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Malliavin calculus
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backward stochastic variational inequality
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subdifferential operator
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