Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474)

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scientific article; zbMATH DE number 6675244
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    Anticipative backward stochastic differential equations driven by fractional Brownian motion
    scientific article; zbMATH DE number 6675244

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      Anticipative backward stochastic differential equations driven by fractional Brownian motion (English)
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      16 January 2017
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      anticipative backward stochastic differential equation
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      fractional Brownian motion
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      comparison theorem
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