Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474)
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scientific article
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| English | Anticipative backward stochastic differential equations driven by fractional Brownian motion |
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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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0.9161815643310548
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0.9087196588516236
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0.9038500785827636
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0.8980636596679688
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