Solutions to BSDEs driven by multidimensional fractional Brownian motions
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Publication:1665780
DOI10.1155/2015/481842zbMath1393.60062OpenAlexW1633050291WikidataQ59118694 ScholiaQ59118694MaRDI QIDQ1665780
Publication date: 27 August 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/481842
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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