Existence Solution for Fractional Mean-Field Backward Stochastic Differential Equation with Stochastic Linear Growth Coefficients
| dc.contributor.author | Saouli, Mostapha Abdelouahab | |
| dc.coverage.issue | 2 | cs |
| dc.coverage.volume | 29 | cs |
| dc.date.accessioned | 2024-01-11T09:48:05Z | |
| dc.date.available | 2024-01-11T09:48:05Z | |
| dc.date.issued | 2023-12-31 | cs |
| dc.description.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. | en |
| dc.format | text | cs |
| dc.format.extent | 211-219 | cs |
| dc.format.mimetype | application/pdf | en |
| dc.identifier.citation | Mendel. 2023 vol. 29, č. 2, s. 211-219. ISSN 1803-3814 | cs |
| dc.identifier.doi | 10.13164/mendel.2023.2.211 | en |
| dc.identifier.issn | 2571-3701 | |
| dc.identifier.issn | 1803-3814 | |
| dc.identifier.uri | https://hdl.handle.net/11012/244248 | |
| dc.language.iso | en | cs |
| dc.publisher | Institute of Automation and Computer Science, Brno University of Technology | cs |
| dc.relation.ispartof | Mendel | cs |
| dc.relation.uri | https://mendel-journal.org/index.php/mendel/article/view/260 | cs |
| dc.rights | Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International license | en |
| dc.rights.access | openAccess | en |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/4.0 | en |
| dc.subject | Fractional Brownian motion | en |
| dc.subject | Backward stochastic differential equations | en |
| dc.subject | Stochastic linear growth | en |
| dc.subject | Stochastic Lipschitz-continuous | en |
| dc.subject | It\^{o}'s fractional formula | en |
| dc.subject | Comparison theorem | en |
| dc.title | Existence Solution for Fractional Mean-Field Backward Stochastic Differential Equation with Stochastic Linear Growth Coefficients | en |
| dc.type.driver | article | en |
| dc.type.status | Peer-reviewed | en |
| dc.type.version | publishedVersion | en |
| eprints.affiliatedInstitution.faculty | Fakulta strojního inženýrství | cs |
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