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

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Saouli, Mostapha Abdelouahab

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Mark

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Institute of Automation and Computer Science, Brno University of Technology

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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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Mendel. 2023 vol. 29, č. 2, s. 211-219. ISSN 1803-3814
https://mendel-journal.org/index.php/mendel/article/view/260

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Peer-reviewed

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en

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Except where otherwised noted, this item's license is described as Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International license
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