The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs
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Publication:2248470
DOI10.1155/2013/827192zbMath1291.60125WikidataQ58918890 ScholiaQ58918890MaRDI QIDQ2248470
Publication date: 26 June 2014
Published in: Advances in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/827192
60G15: Gaussian processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H40: White noise theory
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