Article
Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation
Authors
Abstract
In this paper we prove the existence of a solution for mean-field reflected backward doubly stochastic differential equations (MF-RBDSDEs) with one continuous barrier and discontinuous generator (left-continuous). By a comparison theorem establish here for MF-RBDSDEs, we provide a minimal or a maximal solution to MF-RBDSDEs.
Keywords
Reflected Backward doubly stochastic differential equations, Mean-field, Minimal solution, Comparison theorem, Discontinuous generator, 60H10, 60H05
Citation
Saouli, M. A. (2020). Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation. Applied Mathematics and Nonlinear Sciences, 5(2), 205–216. https://doi.org/10.2478/amns.2020.2.00038
M. A. Saouli, “Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation,” Applied Mathematics and Nonlinear Sciences, vol. 5, no. 2, pp. 205–216, 2020, doi: 10.2478/amns.2020.2.00038.
Saouli MA. Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation. Applied Mathematics and Nonlinear Sciences. 2020;5(2):205–216. doi:10.2478/amns.2020.2.00038.
Saouli, M. A. (2020), ‘Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation’, Applied Mathematics and Nonlinear Sciences, 5(2), pp. 205–216. Available at: https://doi.org/10.2478/amns.2020.2.00038.
Saouli, Mostapha Abdelouahab. “Existence of Solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation.” Applied Mathematics and Nonlinear Sciences, vol. 5, no. 2, 2020, pp. 205–216. https://doi.org/10.2478/amns.2020.2.00038.
Saouli, Mostapha Abdelouahab. “Existence of Solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation.” Applied Mathematics and Nonlinear Sciences 5, no. 2 (2020): 205–216. https://doi.org/10.2478/amns.2020.2.00038.
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Published by: Engineering Journals
