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math.PR2020
Partial differential equations associated to non linear backward stochastic differential equations with Gaussian Volterra processes
Habiba Knani
In this paper, we generalize to Gaussian Volterra processes the existence and uniqueness of solutions for a class of non linear backward stochastic differential equations (BSDE) an…
math.PR2019
Linear Backward Stochastic Differential Equations with Gaussian Volterra processes
Habiba Knani, Marco Dozzi
Explicit solutions for a class of linear backward stochastic differential equations (BSDE) driven by Gaussian Volterra processes are given. These processes include the multifractio…