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

Published Online: Jun 25, 2019

Page range: 139 - 150

Received: Mar 09, 2019

Accepted: Apr 25, 2019

DOI: https://doi.org/10.2478/AMNS.2019.1.00014

Keywords

backward stochastic differential equation, stochastic Lipschitz coefficients, Malliavin derivative and fractional Itô’s formula

© 2019 Sadibou Aidara and Yaya Sagna, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.