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Generalized BDSDEs driven by fractional Brownian motion
This article deals with a class of generalized backward doubly stochastic differential equations driven by fractional Brownian motion with the Hurst parameter greater than 1/2. The existence and uniqueness of solutions to our equation as well as comparison theorems are obtained.
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Published in: | Nonautonomous Dynamical Systems 2023-09, Vol.10 (1), p.139-150 |
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Main Authors: | , , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites |
Online Access: | Get full text |
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Summary: | This article deals with a class of generalized backward doubly stochastic differential equations driven by fractional Brownian motion with the Hurst parameter
greater than 1/2. The existence and uniqueness of solutions to our equation as well as comparison theorems are obtained. |
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ISSN: | 2353-0626 2353-0626 |
DOI: | 10.1515/msds-2022-0167 |