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引用次数: 0
摘要
本文研究了一类具有赫斯特参数$H\ In (\frac{1}{2}，1)$的分数阶倒向随机微分方程(简称F-BSDEs)，当驱动器$g$为弱单调时。利用近似理论，我们得到了F-BSDEs解的存在唯一性。并建立了比较定理。
EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR FRACTIONAL BSDES WITH WEAK MONOTONICITY COEFFICIENTS
In this paper, we deal with the fractional backward stochastic differential equations (F-BSDEs in short) with Hurst parameter $H\in (\frac{1}{2},1)$ when the driver $g$ is weak monotone. Via an approximation theory, we derive the existence and uniqueness of solutions to F-BSDEs. The comparison theorem is also established.
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