Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients (Q6123176)
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scientific article; zbMATH DE number 7812407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients |
scientific article; zbMATH DE number 7812407 |
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Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients (English)
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4 March 2024
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backward doubly stochastic differential equation
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stochastic Lipschitz coefficients
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Malliavin derivative and fractional Itô formula
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