Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator
Abstract Over the years, the research of backward stochastic differential equations (BSDEs) has come a long way. As a extension of the BSDEs, the BSDEs with time delay have played a major role in the stochastic optimal control, financial risk, insurance management, pricing, and hedging. In this pape...
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| 主要な著者: | , , , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
SpringerOpen
2024-03-01
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| シリーズ: | Boundary Value Problems |
| 主題: | |
| オンライン･アクセス: | https://doi.org/10.1186/s13661-024-01842-6 |
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