Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipative backward stochastic differential equations driven by fractional Brownian motion |
scientific article |
Statements
Anticipative backward stochastic differential equations driven by fractional Brownian motion (English)
0 references
16 January 2017
0 references
anticipative backward stochastic differential equation
0 references
fractional Brownian motion
0 references
comparison theorem
0 references
0 references
