<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

Publié en ligne: 28 oct. 2020

Pages: 205 - 216

Reçu: 14 mai 2019

Accepté: 30 mars 2020

DOI: https://doi.org/10.2478/amns.2020.2.00038

Mots clés
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

Publié en ligne: 28 oct. 2020

Pages: 205 - 216

Reçu: 14 mai 2019

Accepté: 30 mars 2020

DOI: https://doi.org/10.2478/amns.2020.2.00038

Mots clésReflected 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.

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