Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation

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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Bibliographic Details
Main Author: Saouli Mostapha Abdelouahab
Format: Article
Language:English
Published: Sciendo 2020-10-01
Series:Applied Mathematics and Nonlinear Sciences
Subjects:
reflected backward doubly stochastic differential equations
mean-field
minimal solution
comparison theorem
discontinuous generator
60h10
60h05
Online Access:https://doi.org/10.2478/amns.2020.2.00038

Internet

https://doi.org/10.2478/amns.2020.2.00038

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