TY  - JOUR
ID  - Borkowski2018
LB  - Borkowski2018
AU  - Borkowski, Dariusz
AU  - Jańczak-Borkowska, Katarzyna
TI  - Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion
ST  - Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion
JO  - Opuscula Math.
JA  - Opuscula Math.
JF  - Opuscula Mathematica
PY  - 2018
VL  - 38
IS  - 3
SP  - 307
EP  - 326
DO  - https://doi.org/10.7494/OpMath.2018.38.3.307
UR  - https://doi.org/10.7494/OpMath.2018.38.3.307
AB  - 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.
KW  - backward stochastic differential equation
KW  - fractional Brownian motion
KW  - backward stochastic variational inequalities
KW  - subdifferential operator
SN  - 1232-9274
ER  -