Backward Stochastic Differential Equation Driven by Fractional Brownian Motion
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Publication:3566981
DOI10.1137/070709451zbMath1284.60117OpenAlexW2050189067WikidataQ115247126 ScholiaQ115247126MaRDI QIDQ3566981
Publication date: 10 June 2010
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070709451
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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