Properties of solution of fractional backward stochastic differential equation (Q529939)
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scientific article; zbMATH DE number 6728499
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| English | Properties of solution of fractional backward stochastic differential equation |
scientific article; zbMATH DE number 6728499 |
Statements
Properties of solution of fractional backward stochastic differential equation (English)
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9 June 2017
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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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Jensen's inequality
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comparison theorem
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comonotonic theorem
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0.896234929561615
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0.8763074278831482
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0.8540470004081726
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0.8481881618499756
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