Open AccessGeneralized backward stochastic variational inequalities driven by a fractional Brownian motion
Author(s) -
Dariusz Borkowski,
Katarzyna Jańczak-Borkowska
Publication year - 2016
Publication title -
brazilian journal of probability and statistics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/15-bjps291
Subject(s) - fractional brownian motion , mathematics , hurst exponent , uniqueness , stochastic differential equation , geometric brownian motion , mathematical analysis , brownian motion , diffusion process , type (biology) , statistics , ecology , knowledge management , innovation diffusion , computer science , biology
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