{"title":"Existence Solution for Fractional Mean-Field Backward Stochastic Differential Equation with Stochastic Linear Growth Coefficients","authors":"M. A. Saouli","doi":"10.13164/mendel.2023.2.211","DOIUrl":null,"url":null,"abstract":"We deal with fractional mean field backwardWe deal with fractional mean field backward stochastic differential equations with hurst parameter $H\\in (\\frac{1}{2},1)$ when the coefficient $f$ satisfy a stochastic Lipschitz conditions, we prove the existence and uniqueness of solution and provide a comparison theorem. Via an approximation and comparison theorem, we show the existence of a minimal solution when the drift satisfies a stochastic growth condition.","PeriodicalId":38293,"journal":{"name":"Mendel","volume":"44 2","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mendel","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.13164/mendel.2023.2.211","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We deal with fractional mean field backwardWe deal with fractional mean field backward stochastic differential equations with hurst parameter $H\in (\frac{1}{2},1)$ when the coefficient $f$ satisfy a stochastic Lipschitz conditions, we prove the existence and uniqueness of solution and provide a comparison theorem. Via an approximation and comparison theorem, we show the existence of a minimal solution when the drift satisfies a stochastic growth condition.