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

IF 0.3 Q4 STATISTICS & PROBABILITY

Random Operators and Stochastic Equations Pub Date : 2024-01-11 DOI:10.1515/rose-2023-2024

Assane Ndiaye, Sadibou Aidara, A. B. Sow

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引用次数: 0

摘要

摘要本文涉及一类由分式布朗运动驱动的后向双随机微分方程，其赫斯特参数 H 大于 1 2 {\frac{1}{2}} 。.我们基本上确定了随机 Lipschitz 系数和随机积分-Lipschitz 系数情况下解的存在性和唯一性。本文中使用的随机积分是发散型积分。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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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.

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来源期刊

Random Operators and Stochastic Equations STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

25.00%

发文量