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20102016
most citedMean-field SDE driven by a fractional Brownian motion and related stochastic control problem

22 citations · 33 across the 6 of their papers we have counts for

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math.PR2010

Semilinear Backward Doubly Stochastic Differential Equations and SPDEs Driven by Fractional Brownian Motion with Hurst Parameter in (0,1/2)

Shuai Jing, Jorge León

We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion w…