Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation
| 28 oct 2020
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Publicado en línea: 28 oct 2020
Páginas: 205 - 216
Recibido: 14 may 2019
Aceptado: 30 mar 2020
DOI: https://doi.org/10.2478/amns.2020.2.00038
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© 2020 Mostapha Abdelouahab Saouli, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
In this paper we prove the existence of a solution for mean-field reflected backward doubly stochastic differential equations (MF-RBDSDEs) with one continuous barrier and discontinuous generator (left-continuous). By a comparison theorem establish here for MF-RBDSDEs, we provide a minimal or a maximal solution to MF-RBDSDEs.