EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR FRACTIONAL BSDES WITH WEAK MONOTONICITY COEFFICIENTS

Abstract

In this paper, we deal with the fractional backward stochastic differential equations (F-BSDEs in short) with Hurst parameter $H\in (\frac{1}{2},1)$ when the driver $g$ is weak monotone. Via an approximation theory, we derive the existence and uniqueness of solutions to F-BSDEs. The comparison theorem is also established.