Abstract
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.
Citation
Dariusz Borkowski. Katarzyna Jańczak-Borkowska. "Generalized backward stochastic variational inequalities driven by a fractional Brownian motion." Braz. J. Probab. Stat. 30 (3) 502 - 519, August 2016. https://doi.org/10.1214/15-BJPS291
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