Bender, Christian - In: Stochastic Processes and their Applications 124 (2014) 9, pp. 2892-2916
In this paper we discuss existence and uniqueness results for BSDEs driven by centered Gaussian processes. Compared to the existing literature on Gaussian BSDEs, which mainly treats fractional Brownian motion with Hurst parameter H1/2, our main contributions are: (i) Our results cover a wide...