Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities | |
Maticiuc, Lucian; Nie, Tianyang | |
刊名 | Journal of theoretical probability
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2015 | |
卷号 | 28期号:1页码:337-395 |
关键词 | Backward stochastic differential equation Fractional Brownian motion Divergence-type integral Malliavin calculus Backward stochastic variational inequality Subdifferential operator |
DOI | 10.1007/s10959-013-0509-9 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4790716 |
专题 | 山东大学 |
作者单位 | “Alexandru Ioan Cuza” University, Carol I Blvd., no. 11, Iasi, 700506, Romania, Department of Mathematics, “Gheorghe Asachi” Technic |
推荐引用方式 GB/T 7714 | Maticiuc, Lucian,Nie, Tianyang. Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities[J]. Journal of theoretical probability,2015,28(1):337-395. |
APA | Maticiuc, Lucian,&Nie, Tianyang.(2015).Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities.Journal of theoretical probability,28(1),337-395. |
MLA | Maticiuc, Lucian,et al."Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities".Journal of theoretical probability 28.1(2015):337-395. |
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