2018
DOI: 10.7494/opmath.2018.38.3.307
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Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion

Abstract: Abstract. We 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, . . . m) greater than 1/2. The stochastic integral used throughout the paper is the divergence type integral.

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Cited by 5 publications
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“…This equation has been introduced for the first time by Laskin [35] as a result of expanding the Feynman path integral, from the Brownian-like to the Lévy-like quantum mechanical paths. Lately, the study of fractional Schrödinger equations has attracted the attention of many mathematicians and several papers appeared studying existence, multiplicity, regularity and asymptotic behavior of solutions to fractional Schrödinger equations assuming different conditions on the potential and considering nonlinearities with subcritical or critical growth; see [7,9,13,21,29,33,34,39,43].…”
Section: Introductionmentioning
confidence: 99%
“…This equation has been introduced for the first time by Laskin [35] as a result of expanding the Feynman path integral, from the Brownian-like to the Lévy-like quantum mechanical paths. Lately, the study of fractional Schrödinger equations has attracted the attention of many mathematicians and several papers appeared studying existence, multiplicity, regularity and asymptotic behavior of solutions to fractional Schrödinger equations assuming different conditions on the potential and considering nonlinearities with subcritical or critical growth; see [7,9,13,21,29,33,34,39,43].…”
Section: Introductionmentioning
confidence: 99%