BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients (Q2690814)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients |
scientific article |
Statements
BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients (English)
0 references
17 March 2023
0 references
backward stochastic differential equation
0 references
stochastic Lipschitz coefficients
0 references
Malliavin derivative and fractional Itô's formula
0 references
