文章基本信息

标题：Generalized backward stochastic variational inequalities driven by a fractional Brownian motion
本地全文：下载
作者：Dariusz Borkowski ; Katarzyna Jańczak-Borkowska
期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2016
卷号：30
期号：3
页码：502-519
DOI：10.1214/15-BJPS291
语种：English
出版社：Brazilian Statistical Association
摘要：We study the existence and uniqueness of the generalized reflected backward stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H$ greater than $1/2$. The stochastic integral used throughout the paper is the divergence type integral.