@Article{Borkowski2018,
author = "Borkowski, Dariusz and Jańczak-Borkowska, Katarzyna",
title = "Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion",
journal = "Opuscula Math.",
year = "2018",
volume = "38",
number = "3",
pages = "307--326",
doi = "https://doi.org/10.7494/OpMath.2018.38.3.307",
url = "https://doi.org/10.7494/OpMath.2018.38.3.307",
abstract = "We study the existence and uniqueness of the backward stochastic variational inequalities driven by \(m\)-dimensional fractional Brownian motion with Hurst parameters \(H_k\) (\(k=1,\ldots m\)) greater than \(1/2\). The stochastic integral used throughout the paper is the divergence type integral.",
keywords = "backward stochastic differential equation, fractional Brownian motion, backward stochastic variational inequalities, subdifferential operator",
issn = "1232-9274"
}