{"title":"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","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":"{\"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}","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}
Existence Solution for Fractional Mean-Field Backward Stochastic Differential Equation with Stochastic Linear Growth Coefficients
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.