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On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
(IOS Press, 2021-06-09)
In this paper, we study two terminal value problems (TVPs) for stochastic bi-parabolic equations perturbed by standard Brownian motion and fractional Brownian motion with Hurst parameter h ∈ ( 1/2 , 1) separately. For each ...