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BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients


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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.

eISSN:
2444-8656
Sprache:
Englisch
Zeitrahmen der Veröffentlichung:
Volume Open
Fachgebiete der Zeitschrift:
Biologie, andere, Mathematik, Angewandte Mathematik, Allgemeines, Physik