BSDEs generated by fractional space-time noise and related SPDEs (Q6160578)
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scientific article; zbMATH DE number 7701066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs generated by fractional space-time noise and related SPDEs |
scientific article; zbMATH DE number 7701066 |
Statements
BSDEs generated by fractional space-time noise and related SPDEs (English)
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26 June 2023
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backward stochastic differential equations
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stochastic partial differential equations
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Feynman-Kac formulas
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fractional space-time noise
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explicit solution
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Malliavin calculus
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