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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
Langue:
Anglais
Périodicité:
Volume Open
Sujets de la revue:
Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics