Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation
- Autores: Mostapha Abdelouahab Saouli
- Localización: Applied Mathematics and Nonlinear Sciences, ISSN-e 2444-8656, Vol. 5, Nº. 2, 2020, págs. 205-216
- Idioma: inglés
- DOI: 10.2478/amns.2020.2.00038
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Resumen
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.
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