Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757)
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scientific article; zbMATH DE number 6183149
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| English | Solutions to BSDEs driven by both standard and fractional Brownian motions |
scientific article; zbMATH DE number 6183149 |
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Solutions to BSDEs driven by both standard and fractional Brownian motions (English)
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3 July 2013
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fractional Brownian motion
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Malliavin calculus
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fractional Itô formula
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quasi-conditional expectation
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SFBSDE
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0.9953294
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0.9708818
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0.9534452
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0.9363983
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0.92525643
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0.91964173
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0.91925347
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0.91621983
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0.9147273
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