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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Bibliographic Details

Published in:	Boundary Value Problems
Main Authors:	Yunze Shao, Junjie Du, Xiaofei Li, Yuru Tan, Jia Song
Format:	Article
Language:	English
Published:	SpringerOpen 2024-03-01
Subjects:	Fractional backward stochastic differential equations Caputo Fractional Brownian motion Time-delay generator
Online Access:	https://doi.org/10.1186/s13661-024-01842-6