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
    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

    Identifiers