{"title":"由具有随机积分-利普希兹系数的分数布朗运动驱动的后向双随机微分方程","authors":"Assane Ndiaye, Sadibou Aidara, A. B. Sow","doi":"10.1515/rose-2023-2024","DOIUrl":null,"url":null,"abstract":"Abstract This paper deals with a class of backward doubly stochastic differential equations driven by fractional Brownian motion with Hurst parameter H greater than 1 2 {\\frac{1}{2}} . We essentially establish the existence and uniqueness of a solution in the case of stochastic Lipschitz coefficients and stochastic integral-Lipschitz coefficients. The stochastic integral used throughout the paper is the divergence-type integral.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":null,"pages":null},"PeriodicalIF":0.3000,"publicationDate":"2024-01-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients\",\"authors\":\"Assane Ndiaye, Sadibou Aidara, A. B. Sow\",\"doi\":\"10.1515/rose-2023-2024\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract This paper deals with a class of backward doubly stochastic differential equations driven by fractional Brownian motion with Hurst parameter H greater than 1 2 {\\\\frac{1}{2}} . We essentially establish the existence and uniqueness of a solution in the case of stochastic Lipschitz coefficients and stochastic integral-Lipschitz coefficients. The stochastic integral used throughout the paper is the divergence-type integral.\",\"PeriodicalId\":43421,\"journal\":{\"name\":\"Random Operators and Stochastic Equations\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2024-01-11\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Operators and Stochastic Equations\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/rose-2023-2024\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2023-2024","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients
Abstract This paper deals with a class of backward doubly stochastic differential equations driven by fractional Brownian motion with Hurst parameter H greater than 1 2 {\frac{1}{2}} . We essentially establish the existence and uniqueness of a solution in the case of stochastic Lipschitz coefficients and stochastic integral-Lipschitz coefficients. The stochastic integral used throughout the paper is the divergence-type integral.