Generalized backward stochastic variational inequalities driven by a fractional Brownian motion (Q318984)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized backward stochastic variational inequalities driven by a fractional Brownian motion |
scientific article |
Statements
Generalized backward stochastic variational inequalities driven by a fractional Brownian motion (English)
0 references
6 October 2016
0 references
backward stochastic differential equation
0 references
fractional Brownian motion
0 references
backward stochastic variational inequalities
0 references
subdifferential operator
0 references
0 references
0 references
