Generalized fractional BSDE with non Lipschitz coefficients
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Publication:1689692
DOI10.1007/s13370-015-0354-3zbMath1386.60189OpenAlexW1107989424MaRDI QIDQ1689692
Ahmadou Bamba Sow, Sadibou Aidara
Publication date: 17 January 2018
Published in: Afrika Matematika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13370-015-0354-3
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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