BSDEs driven by fractional Brownian motion with time-delayed generators

DOI10.1080/00036811.2023.2207586zbMATH Open1546.60101MaRDI QIDQ6607945FDOQ6607945

Authors: Sadibou Aidara, Lamine Sylla 

Publication date: 19 September 2024

Published in: Applicable Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

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• Backward stochastic differential equations with non-Lipschitz coefficients
• Malliavin's calculus and applications in stochastic control and finance
• Generalized fractional BSDE with non Lipschitz coefficients
• The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm
• Title not available (Why is that?)
• Existence of almost periodic solutions for fractional impulsive neutral stochastic differential equations with infinite delay

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