Existence Solution for Fractional Mean-Field Backward Stochastic Differential Equation with Stochastic Linear Growth Coefficients
We deal with fractional mean field backwardWe deal with fractional mean field backward stochastic differential equations with hurst parameter $H\in (\frac{1}{2},1)$ when the coefficient $f$ satisfy a stochastic Lipschitz conditions, we prove the existence and uniqueness of solution and provide a co...
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| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
Brno University of Technology
2023-12-01
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| Seria: | Mendel |
| Hasła przedmiotowe: | |
| Dostęp online: | http://www.mendel-journal.org/index.php/mendel/article/view/260 |
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