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Book Chapter: Some results on backward stochastic differential equations driven by fractional Brownian motions

TitleSome results on backward stochastic differential equations driven by fractional Brownian motions
Authors
Hu, YOcone, DSong, J
Issue Date2012
PublisherWorld Scientific Publishing Co Pte Ltd.
Citation
Some results on backward stochastic differential equations driven by fractional Brownian motions. In Zhang, T and Zhou, X (Eds.), Stochastic analysis and applications to finance, p. 225-242. Singapore: World Scientific Publishing Co Pte Ltd, 2012 How to Cite?
DOI: http://dx.doi.org/10.1142/9789814383585_0012
Persistent Identifierhttp://hdl.handle.net/10722/185949
ISBN
978-9814383578
ISSN
1793-1355
2019 SCImago Journal Rankings: 0.125
Series/Report no.Interdisciplinary Mathematical Sciences, vol. 13

 

DC FieldValueLanguage
dc.contributor.authorHu, Yen_US
dc.contributor.authorOcone, Den_US
dc.contributor.authorSong, Jen_US
dc.date.accessioned2013-08-20T11:47:32Z-
dc.date.available2013-08-20T11:47:32Z-
dc.date.issued2012en_US
dc.identifier.citationSome results on backward stochastic differential equations driven by fractional Brownian motions. In Zhang, T and Zhou, X (Eds.), Stochastic analysis and applications to finance, p. 225-242. Singapore: World Scientific Publishing Co Pte Ltd, 2012en_US
dc.identifier.isbn978-9814383578-
dc.identifier.issn1793-1355-
dc.identifier.urihttp://hdl.handle.net/10722/185949-
dc.languageengen_US
dc.publisherWorld Scientific Publishing Co Pte Ltd.-
dc.relation.ispartofStochastic analysis and applications to financeen_US
dc.relation.ispartofseriesInterdisciplinary Mathematical Sciences, vol. 13-
dc.titleSome results on backward stochastic differential equations driven by fractional Brownian motionsen_US
dc.typeBook_Chapteren_US
dc.identifier.emailSong, J: txjsong@hku.hken_US
dc.identifier.authoritySong, J=rp01700en_US
dc.identifier.doi10.1142/9789814383585_0012-
dc.identifier.hkuros220386en_US
dc.identifier.spage225-
dc.identifier.epage242-
dc.publisher.placeSingapore-
dc.identifier.issnl1793-1355-

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