Existence and uniqueness of solutions to BSDEs driven by fractional Brownian motion with uniformly continuous generator in the \(z\)-direction (Q4901332)
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scientific article; zbMATH DE number 6129824
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| English | Existence and uniqueness of solutions to BSDEs driven by fractional Brownian motion with uniformly continuous generator in the \(z\)-direction |
scientific article; zbMATH DE number 6129824 |
Statements
24 January 2013
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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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0.8660973310470581
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0.857079267501831
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0.8483224511146545
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0.8417567610740662
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