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About this Mathematics article
Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in by Shuai Jing; Jorge A. León is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Shuai Jing; Jorge A. León
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0007-4497)
- Published
- 2011
- Field
- Mathematics (Physical Sciences)