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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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Bibliographic Details
Published in:Nonautonomous Dynamical Systems 2023-09, Vol.10 (1), p.139-150
Main Authors: Aidara, Sadibou, Ndiaye, Assane, Sow, Ahmadou Bamba
Format: Article
Language:English
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Description
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.
ISSN:2353-0626
2353-0626
DOI:10.1515/msds-2022-0167