Browsing by Subject "backward stochastic variational inequalities"
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Item type:Article, Access status: Open Access , Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion(Wydawnictwa AGH, 2018) Borkowski, Dariusz; Jańczak-Borkowska, KatarzynaWe 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.