Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients

7 references·1 citing·24 second hop

FromToDepth

this work references cited by second hop

References

1990Adapted solution of a backward stochastic differential equation2,676 cited
1999Stochastic Analysis of the Fractional Brownian Motion744 cited
2012ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1203 cited
2005Integral transformations and anticipative calculus for fractional Brownian motions200 cited
2009Anticipated backward stochastic differential equations192 cited
2009Backward Stochastic Differential Equation Driven by Fractional Brownian Motion80 cited
2009Backward stochastic differential equations with non-Lipschitz coefficients52 cited

Cited by

2019Meteorological sequence prediction based on multivariate space-time auto regression model and fractional calculus grey model34 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work