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

Pubblicato online: 25 giu 2019

Pagine: 139 - 150

Ricevuto: 09 mar 2019

Accettato: 25 apr 2019

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

Parole chiave

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.