Properties of solution of fractional backward stochastic differential equation (Q529939)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Properties of solution of fractional backward stochastic differential equation |
scientific article |
Statements
Properties of solution of fractional backward stochastic differential equation (English)
0 references
9 June 2017
0 references
backward stochastic differential equation
0 references
fractional Brownian motion
0 references
quasi-conditional expectation
0 references
Jensen's inequality
0 references
comparison theorem
0 references
comonotonic theorem
0 references