Backward problems for stochastic differential equations on the Sierpinski gasket
In this paper, we study the non-linear backward problems (with deterministic or stochastic durations) of stochastic differential equations on the Sierpinski gasket. We prove the existence and uniqueness of solutions of backward stochastic differential equations driven by Brownian martingale (defined...
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| Format: | Journal article |
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Elsevier
2017
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