<abstract xmlns="http://www.w3.org/1999/xhtml"><p>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.</p></abstract>

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.

Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation

Applied Mathematics and Nonlinear Sciences

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...

Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation

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

Palabras clave
Reflected Backward doubly stochastic differential equations, Mean-field, Minimal solution, Comparison theorem, Discontinuous generator

© 2020 Mostapha Abdelouahab Saouli, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation

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

Palabras claveReflected Backward doubly stochastic differential equations, Mean-field, Minimal solution, Comparison theorem, Discontinuous generator

© 2020 Mostapha Abdelouahab Saouli, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Palabras clave
Reflected Backward doubly stochastic differential equations, Mean-field, Minimal solution, Comparison theorem, Discontinuous generator