BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients
e | 25 giu 2019
INFORMAZIONI SU QUESTO ARTICOLO
Pubblicato online: 25 giu 2019
Pagine: 139 - 150
Ricevuto: 09 mar 2019
Accettato: 25 apr 2019
DOI: https://doi.org/10.2478/AMNS.2019.1.00014
Parole chiave
© 2019 Sadibou Aidara and Yaya Sagna, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
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.