Backward SDEs driven by Gaussian processes
Year of publication: |
2014
|
---|---|
Authors: | Bender, Christian |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 9, p. 2892-2916
|
Publisher: |
Elsevier |
Subject: | Backward SDEs | Fractional Brownian motion | Gaussian processes | Wick–Itô integration |
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