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

Online veröffentlicht: 25. Juni 2019

Seitenbereich: 139 - 150

Eingereicht: 09. März 2019

Akzeptiert: 25. Apr. 2019

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

Schlüsselwörter

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.