BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients
and | Jun 25, 2019
About this article
Published Online: Jun 25, 2019
Page range: 139 - 150
Received: Mar 09, 2019
Accepted: Apr 25, 2019
DOI: https://doi.org/10.2478/AMNS.2019.1.00014
Keywords
© 2019 Sadibou Aidara and Yaya Sagna, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
This paper deals with a class of backward stochastic differential equation driven by two mutually independent fractional Brownian motions. We essentially establish existence and uniqueness of a solution in the case of stochastic Lipschitz coefficients. The stochastic integral used throughout the paper is the divergence-type integral.