Existence Solution for Fractional Mean-Field Backward Stochastic Differential Equation with Stochastic Linear Growth Coefficients

Autor:	Mostapha Abdelouahab Saouli
Jazyk:	angličtina
Rok vydání:	2023
Předmět:	Fractional Brownian motion Backward stochastic differential equations Stochastic linear growth Stochastic Lipschitz-continuous It\^{o}'s fractional formula Comparison theorem Electronic computers. Computer science QA75.5-76.95
Zdroj:	Mendel, Vol 29, Iss 2 (2023)
Druh dokumentu:	article
ISSN:	1803-3814 2571-3701
DOI:	10.13164/mendel.2023.2.211
Popis:	We deal with fractional mean field backwardWe deal with fractional mean field backward stochastic differential equations with hurst parameter $H\in (\frac{1}{2},1)$ when the coefficient $f$ satisfy a stochastic Lipschitz conditions, we prove the existence and uniqueness of solution and provide a comparison theorem. Via an approximation and comparison theorem, we show the existence of a minimal solution when the drift satisfies a stochastic growth condition.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/2c342d4d4aa64612832cbeece318360a Zobrazit plný text záznamu View record in DOAJ