Backward stochastic differential equation driven by fractional Brownian motion (Q3566981)
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scientific article; zbMATH DE number 5719717
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| English | Backward stochastic differential equation driven by fractional Brownian motion |
scientific article; zbMATH DE number 5719717 |
Statements
Backward Stochastic Differential Equation Driven by Fractional Brownian Motion (English)
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10 June 2010
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backward stochastic differential equation
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fractional Brownian motion
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quasi-conditional expectation
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0.8986291885375977
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0.896234929561615
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0.8728144764900208
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0.8693333268165588
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