Generalized fractional BSDE with non Lipschitz coefficients

Sadibou A?dara; Ahmadou Bamba Sow

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Generalized fractional BSDE with non Lipschitz coefficients

机译：具有非Lipschitz系数的广义分数BSDE

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摘要

In this work, we deal with a generalized backward stochastic differential equation driven by a fractional Brownian motion. We essentially prove an existence and uniqueness result under non-Lipschitz condition on the generator by help of an iterated scheme on a suitable sequence.

机译：在这项工作中，我们处理由分数布朗运动驱动的广义后向随机微分方程。通过在合适序列上的迭代方案，我们基本上证明了在非Lipschitz条件下在生成器上的存在性和唯一性结果。

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来源
《Afrika matematika》 |2016年第4期|共13页
作者
Sadibou A?dara; Ahmadou Bamba Sow;
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原文格式 PDF
正文语种 eng
中图分类数学;
关键词
Fractional Brownian motion; Backward stochastic differential equation; Malliavin derivative;

机译：分数布朗运动;后向随机微分方程;Malliavin导数;

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1. Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients [J] . Qun Shi International Journal of Statistics and Probability . 2021,第3期

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2. Fractional anticipated BSDEs with stochastic Lipschitz coefficients [J] . Ahmadou BambaSow, Bassirou KorDiouf Random operators and stochastic equations . 2018,第3期

机译：带有随机Lipschitz系数的分数预期的BSDES
3. L~p-solution of reflected generalized BSDEs withnon-Lipschitz coefficients [J] . Auguste Aman, V. L. Girko Random operators and stochastic equations . 2009,第3期

机译：具有非Lipschitz系数的反射广义BSDE的L〜p解
4. The existence and uniqueness of adapted solutions of BSDE with non-Lipschitz coefficients [C] . Zhang Kai, He Jingsong 2011 International Conference on Consumer Electronics, Communications and Networks . 2011

机译：具有非Lipschitz系数的BSDE自适应解的存在性和唯一性
5. Stability and Control of Fractional-Order Systems with Delays and Periodic Coefficients [D] . Dabiri, Arman. 2018

机译：具有时滞和周期系数的分数阶系统的稳定性和控制
6. Path-Counting Formulas for Generalized Kinship Coefficients and Condensed Identity Coefficients [O] . En Cheng, Z. Meral Ozsoyoglu 2014

机译：广义亲属系数和凝聚恒等式的路径计数公式
7. Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients [O] . Qun Shi 2021

机译：具有非Lipschitz系数的广义平均场分数BSDE
8. Generalized Gradients of Lipschitz Functionals. [R] . clarke,frank h. 1976

机译：Lipschitz泛函的广义梯度。

Generalized fractional BSDE with non Lipschitz coefficients

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