BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients
- Autores: Sadibou Aidara, Yaya Sagna
- Localización: Applied Mathematics and Nonlinear Sciences, ISSN-e 2444-8656, Vol. 4, Nº. 1, 2019, págs. 151-162
- Idioma: inglés
- DOI: 10.2478/amns.2019.1.00014
- Enlaces
-
Resumen
This paper deals with a class of backward stochastic differential equation driven by two mutually independent fractional Brownian motions. We essentially establish existence and uniqueness of a solution in the case of stochastic Lipschitz coefficients. The stochastic integral used throughout the paper is the divergence-type integral.
¿Es nuevo? Regístrese
Ventajas de registrarse
