Generalized fractional BSDE with non Lipschitz coefficients
DOI10.1007/S13370-015-0354-3zbMATH Open1386.60189OpenAlexW1107989424MaRDI QIDQ1689692FDOQ1689692
Authors: Ahmadou B. 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
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Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
Cites Work
- Title not available (Why is that?)
- An inequality of the Hölder type, connected with Stieltjes integration
- Stochastic analysis of the fractional Brownian motion
- Integral transformations and anticipative calculus for fractional Brownian motions
- Generalized BSDEs and nonlinear Neumann boundary value problems
- Generalized BSDEs driven by fractional Brownian motion
- Fractional backward stochastic differential equations and fractional backward variational inequalities
- BSDE with jumps and non-Lipschitz coefficients: application to large deviations
- Explicit solutions of a class of linear fractional BSDEs
- Backward stochastic differential equation driven by fractional Brownian motion
- Stochastic differential equations with nonnegativity constraints driven by fractional Brownian motion
- Backward stochastic differential equations with non-Lipschitz coefficients
Cited In (17)
- Fractional backward SDEs with locally monotone coefficient and application to PDEs
- Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition
- Fractional SPDEs with non-Lipschitz coefficients
- BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients
- Deplay BSDEs driven by fractional Brownian motion
- Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients
- Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients
- BSDEs driven by fractional Brownian motion with time-delayed generators
- BSDEs driven by both standard and fractional Brownian motions with non-Lipschitz conditions
- Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion
- Delay BSDEs driven by fractional Brownian motion
- Fractional anticipated BSDEs with stochastic Lipschitz coefficients
- Generalized BDSDEs driven by fractional Brownian motion
- Fractional backward stochastic variational inequalities with non-Lipschitz coefficient
- Generalized fractional BSDE with jumps and Lipschitz coefficients
- A general non-existence result for linear BSDEs driven by Gaussian processes
- Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients
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