GENERALIZED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY TWO MUTUALLY INDEPENDENT FRACTIONAL BROWNIAN MOTIONS
This paper deals with a class of generalized backward stochastic differential equations driven by two mutually independent fractional Brownian motions (FGBSDEs in short). The existence and uniqueness of solutions for FGBSDE as well as a comparison theorem are obtained.
Authors
- Sadibou Aïdara (ORCID: https://orcid.org/0000-0001-9849-6531)
- L. Sylla
- Yaya Sagna
Institutions
- Université Gaston Berger (SN)
- Cheikh Anta Diop University (SN)
Publication Details
- Journal
- Advances in Differential Equations and Control Processes
- Published
- 2024-10-25
- DOI
- https://doi.org/10.17654/0974324324032
- Citations
- 1
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.54