BSDEs generated by fractional space-time noise and related SPDEs (Q6160578)
From MaRDI portal
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)
0 references
26 June 2023
0 references
backward stochastic differential equations
0 references
stochastic partial differential equations
0 references
Feynman-Kac formulas
0 references
fractional space-time noise
0 references
explicit solution
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
0 references
