New Results for Fractional Backward Stochastic Evolution Equations

ABSTRACT This study aims to examine the existence of mild solutions for a class of fractional backward stochastic evolution equations. The existence of mild solutions is established for this equation under both Lipschitz and non‐Lipschitz conditions. The proof of existence is based on the contraction fixed point theorem, martingale representation theorems, and Bihari's inequality. Additionally, an example is presented to illustrate the effectiveness of this approach.