Backward Stochastic Differential Equation Driven by Fractional Brownian Motion

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Publication:3566981

DOI10.1137/070709451zbMath1284.60117OpenAlexW2050189067WikidataQ115247126 ScholiaQ115247126MaRDI QIDQ3566981

Shige Peng, Yaozhong Hu

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




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