Existence Solution for Fractional Mean-Field Backward Stochastic Differential Equation with Stochastic Linear Growth Coefficients

Mendel Pub Date : 2023-12-20 DOI:10.13164/mendel.2023.2.211
M. A. Saouli
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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.
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带有随机线性增长系数的分数平均场后向随机微分方程的存在解
我们处理了当系数 $f$ 满足随机 Lipschitz 条件时具有 hurst 参数 $H\in (\frac{1}{2},1)$ 的分数均值场后退随机微分方程,证明了解的存在性和唯一性,并提供了一个比较定理。通过近似和比较定理,我们证明了当漂移满足随机增长条件时最小解的存在性。
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来源期刊
Mendel
Mendel Decision Sciences-Decision Sciences (miscellaneous)
CiteScore
2.20
自引率
0.00%
发文量
7
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