Generalized fractional BSDE with non Lipschitz coefficients

Stochastic Analysis of the Fractional Brownian Motion

Laurent Decreusefond, Ali Süleyman Üstünel · Potential Analysis · 1999 · 770 citations

Engineering, Mathematics, Physics +14

An inequality of the Hölder type, connected with Stieltjes integration

Louise Young · Acta Mathematica · 1936 · 743 citations · Full text

Natural Sciences, Property Law, Probability Theory +3

Integral transformations and anticipative calculus for fractional Brownian motions

Yaozhong Hu · Memoirs of the American Mathematical Society · 2005 · 211 citations · Full text

Engineering, Mathematics, Probability Theory +16

Generalized BSDEs and nonlinear Neumann boundary value problems

Étienne Pardoux, Shuguang Zhang · Probability Theory and Related Fields · 1998 · 163 citations · Full text

Natural Sciences, Mathematics, Physics +14

Backward Stochastic Differential Equation Driven by Fractional Brownian Motion

Yaozhong Hu, Shigē Péng · SIAM Journal on Control and Optimization · 2009 · 75 citations

Engineering, Mathematics, Differential Equations +11