BSDEs generated by fractional space-time noise and related SPDEs
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Publication:6160578
DOI10.1016/j.amc.2023.127979arXiv2208.00289MaRDI QIDQ6160578
Publication date: 26 June 2023
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.00289
Malliavin calculus; stochastic partial differential equations; backward stochastic differential equations; explicit solution; Feynman-Kac formulas; fractional space-time noise
60Hxx: Stochastic analysis
35Rxx: Miscellaneous topics in partial differential equations
60Gxx: Stochastic processes
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