Explicit solutions of a class of linear fractional BSDEs (Q2504564)
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scientific article; zbMATH DE number 5057011
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| English | Explicit solutions of a class of linear fractional BSDEs |
scientific article; zbMATH DE number 5057011 |
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Explicit solutions of a class of linear fractional BSDEs (English)
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25 September 2006
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backward stochastic differential equations
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fractional Brownian motion
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partial differential equations
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0.8218274116516113
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0.8212024569511414
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0.8129714131355286
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