Generalized BDSDEs driven by fractional Brownian motion

Generalized BDSDEs driven by fractional Brownian motion

This article deals with a class of generalized backward doubly stochastic differential equations driven by fractional Brownian motion with the Hurst parameter HH greater than 1/2. The existence and uniqueness of solutions to our equation as well as comparison theorems are obtained.

Bibliographic Details
Main Authors: Aidara Sadibou, Ndiaye Assane, Sow Ahmadou Bamba
Format: Article
Language:English
Published: De Gruyter 2023-09-01
Series:Nonautonomous Dynamical Systems
Subjects:
backward stochastic differential equation
lipschitz coefficients
malliavin derivative and fractional itô’s formula
60h05
60g22
Online Access:https://doi.org/10.1515/msds-2022-0167

Internet

https://doi.org/10.1515/msds-2022-0167

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