Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion
Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion
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DOI：
10.7494/opmath.2018.38.3.307
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发表时间：
2018
影响因子：
1
通讯作者：
D. Borkowski;K. Janczak-Borkowska
中科院分区：
文献类型：
--
作者：
D. Borkowski;K. Janczak-Borkowska
研究了Hurst参数H_k（k= 1，m）大于1/2的m维分数布朗运动驱动的倒向随机变分不等式解的存在唯一性.在整个文件中使用的随机积分是发散型积分。
We study the existence and uniqueness of the backward stochastic variational inequalities driven by \(m\)-dimensional fractional Brownian motion with Hurst parameters \(H_k\) (\(k=1,\ldots m\)) greater than \(1/2\). The stochastic integral used throughout the paper is the divergence type integral.