File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Book Chapter: Some results on backward stochastic differential equations driven by fractional Brownian motions

TitleSome results on backward stochastic differential equations driven by fractional Brownian motions
Authors
Issue Date2012
PublisherWorld Scientific Publishing Co Pte Ltd.
Citation
Some results on backward stochastic differential equations driven by fractional Brownian motions. In Zhang, T and Zhou, X (Eds.), Stochastic analysis and applications to finance, p. 225-242. Singapore: World Scientific Publishing Co Pte Ltd, 2012 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/185949
ISBN
ISSN
Series/Report no.Interdisciplinary Mathematical Sciences, vol. 13

 

DC FieldValueLanguage
dc.contributor.authorHu, Yen_US
dc.contributor.authorOcone, Den_US
dc.contributor.authorSong, Jen_US
dc.date.accessioned2013-08-20T11:47:32Z-
dc.date.available2013-08-20T11:47:32Z-
dc.date.issued2012en_US
dc.identifier.citationSome results on backward stochastic differential equations driven by fractional Brownian motions. In Zhang, T and Zhou, X (Eds.), Stochastic analysis and applications to finance, p. 225-242. Singapore: World Scientific Publishing Co Pte Ltd, 2012en_US
dc.identifier.isbn978-9814383578-
dc.identifier.issn1793-1355-
dc.identifier.urihttp://hdl.handle.net/10722/185949-
dc.languageengen_US
dc.publisherWorld Scientific Publishing Co Pte Ltd.-
dc.relation.ispartofStochastic analysis and applications to financeen_US
dc.relation.ispartofseriesInterdisciplinary Mathematical Sciences, vol. 13-
dc.titleSome results on backward stochastic differential equations driven by fractional Brownian motionsen_US
dc.typeBook_Chapteren_US
dc.identifier.emailSong, J: txjsong@hku.hken_US
dc.identifier.authoritySong, J=rp01700en_US
dc.identifier.doi10.1142/9789814383585_0012-
dc.identifier.hkuros220386en_US
dc.identifier.spage225-
dc.identifier.epage242-
dc.publisher.placeSingapore-
dc.identifier.issnl1793-1355-

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats