Article
RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients
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Abstract
In this work, we deal with a backward stochastic differential equation driven by two mutually independent fractional Brownian motions (with Hurst parameter greater than 1/2). We establish the existence and uniqueness of the solution in the case of non-Lipschitz condition on the generator. The stochastic integral used throughout the paper is the divergence-type integral.
Keywords
Anticipated backward doubly stochastic differential equation, non-lipschitz coefficients, Itô’s representation formula and Gronwall lemma, 60H05, 60G44
Citation
Aidara, S. (2019). RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-liphschitz coefficients. Applied Mathematics and Nonlinear Sciences, 4(1), 101–112. https://doi.org/10.2478/AMNS.2019.1.00011
S. Aidara, “RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-liphschitz coefficients,” Applied Mathematics and Nonlinear Sciences, vol. 4, no. 1, pp. 101–112, 2019, doi: 10.2478/AMNS.2019.1.00011.
Aidara S. RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-liphschitz coefficients. Applied Mathematics and Nonlinear Sciences. 2019;4(1):101–112. doi:10.2478/AMNS.2019.1.00011.
Aidara, S. (2019), ‘RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-liphschitz coefficients’, Applied Mathematics and Nonlinear Sciences, 4(1), pp. 101–112. Available at: https://doi.org/10.2478/AMNS.2019.1.00011.
Aidara, Sadibou. “RETRACTED ARTICLE: Anticipated Backward Doubly Stochastic Differential Equations with Non-liphschitz Coefficients.” Applied Mathematics and Nonlinear Sciences, vol. 4, no. 1, 2019, pp. 101–112. https://doi.org/10.2478/AMNS.2019.1.00011.
Aidara, Sadibou. “RETRACTED ARTICLE: Anticipated Backward Doubly Stochastic Differential Equations with Non-liphschitz Coefficients.” Applied Mathematics and Nonlinear Sciences 4, no. 1 (2019): 101–112. https://doi.org/10.2478/AMNS.2019.1.00011.
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Published by: Engineering Journals
