Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion

DOI10.7494/OpMath.2018.38.3.307zbMath1402.60066OpenAlexW2790649385MaRDI QIDQ4554818

Katarzyna Jańczak-Borkowska, Dariusz Borkowski

Publication date: 9 November 2018

Published in: Opuscula Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7494/opmath.2018.38.3.307

zbMATH Keywords

fractional Brownian motionbackward stochastic differential equationbackward stochastic variational inequalitiessubdifferential operator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations ⋮ Fractional p&q-Laplacian problems with potentials vanishing at infinity

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