Existence and uniqueness of solution for fully coupled fractional forward-backward stochastic differential equations with delay and anticipated term
DOI10.1016/J.SPL.2023.109954OpenAlexW4388816371MaRDI QIDQ6192578
Publication date: 13 February 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2023.109954
fractional Brownian motionmethod of continuationforward-backward stochastic differential equationsstochastic differential delay equationsanticipative backward stochastic differential equations
Fractional processes, including fractional Brownian motion (60G22) Stochastic functional-differential equations (34K50) Functional-differential equations with fractional derivatives (34K37)
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