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Solutions to BSDEs driven by both standard and fractional Brownian motions · Study

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ArticleSolutions to BSDEs driven by both standard and fractional Brownian motions

Weiyin Fei2013

Article2013

Solutions to BSDEs driven by both standard and fractional Brownian motions

Weiyin Fei · Dengfeng Xia · Shuguang Zhang

22 citations·0/0 files stored·Acta Mathematicae Applicatae Sinica English Series

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1968Fractional Brownian Motions, Fractional Noises and Applications 2007Brownian Motion and Stochastic Calculus 1990Adapted solution of a backward stochastic differential equation 2006The Malliavin Calculus and Related Topics 1997Backward Stochastic Differential Equations in Finance 1991Brownian motion and stochastic calculus 1995The Malliavin Calculus and Related Topics 1997Stochastic Analysis

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Year2013

Typearticle

Published2013-04-01

VenueActa Mathematicae Applicatae Sinica English Series

ISSN-L0168-9673

Languageen

Citations22

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10255-013-0219-1

openalex_workW1973208575

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