Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation
In this paper we prove the existence of a solution for mean-field reflected backward doubly stochastic differential equations (MF-RBDSDEs) with one continuous barrier and discontinuous generator (left-continuous). By a comparison theorem establish here for MF-RBDSDEs, we provide a minimal or a maxim...
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| Format: | Article |
| Language: | English |
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Sciendo
2020-10-01
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| Series: | Applied Mathematics and Nonlinear Sciences |
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| Online Access: | https://doi.org/10.2478/amns.2020.2.00038 |
| _version_ | 1818745143186948096 |
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| author | Saouli Mostapha Abdelouahab |
| author_facet | Saouli Mostapha Abdelouahab |
| author_sort | Saouli Mostapha Abdelouahab |
| collection | DOAJ |
| description | In this paper we prove the existence of a solution for mean-field reflected backward doubly stochastic differential equations (MF-RBDSDEs) with one continuous barrier and discontinuous generator (left-continuous). By a comparison theorem establish here for MF-RBDSDEs, we provide a minimal or a maximal solution to MF-RBDSDEs. |
| first_indexed | 2024-12-18T02:55:31Z |
| format | Article |
| id | doaj.art-8ab7c8c52e0c4b7fa662c2587c3b6078 |
| institution | Directory Open Access Journal |
| issn | 2444-8656 |
| language | English |
| last_indexed | 2024-12-18T02:55:31Z |
| publishDate | 2020-10-01 |
| publisher | Sciendo |
| record_format | Article |
| series | Applied Mathematics and Nonlinear Sciences |
| spelling | doaj.art-8ab7c8c52e0c4b7fa662c2587c3b60782022-12-21T21:23:22ZengSciendoApplied Mathematics and Nonlinear Sciences2444-86562020-10-015220521610.2478/amns.2020.2.00038Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential EquationSaouli Mostapha Abdelouahab0Laboratory of Applied Mathematics, University of Biskra, POB 145, AlgeriaIn this paper we prove the existence of a solution for mean-field reflected backward doubly stochastic differential equations (MF-RBDSDEs) with one continuous barrier and discontinuous generator (left-continuous). By a comparison theorem establish here for MF-RBDSDEs, we provide a minimal or a maximal solution to MF-RBDSDEs.https://doi.org/10.2478/amns.2020.2.00038reflected backward doubly stochastic differential equationsmean-fieldminimal solutioncomparison theoremdiscontinuous generator60h1060h05 |
| spellingShingle | Saouli Mostapha Abdelouahab Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation Applied Mathematics and Nonlinear Sciences reflected backward doubly stochastic differential equations mean-field minimal solution comparison theorem discontinuous generator 60h10 60h05 |
| title | Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation |
| title_full | Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation |
| title_fullStr | Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation |
| title_full_unstemmed | Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation |
| title_short | Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation |
| title_sort | existence of solution for mean field reflected discontinuous backward doubly stochastic differential equation |
| topic | reflected backward doubly stochastic differential equations mean-field minimal solution comparison theorem discontinuous generator 60h10 60h05 |
| url | https://doi.org/10.2478/amns.2020.2.00038 |
| work_keys_str_mv | AT saoulimostaphaabdelouahab existenceofsolutionformeanfieldreflecteddiscontinuousbackwarddoublystochasticdifferentialequation |