BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients

• Autores: Sadibou Aidara, Yaya Sagna
• Localización: Applied Mathematics and Nonlinear Sciences, ISSN-e 2444-8656, Vol. 4, Nº. 1, 2019, págs. 151-162
• Idioma: inglés
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• Resumen

  • 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.