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

Publié en ligne: 25 juin 2019

Pages: 139 - 150

Reçu: 09 mars 2019

Accepté: 25 avr. 2019

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

Mots clés

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.