This paper deals with a class of backward stochastic differential equation driven by two mutually independent fractional Brownian motions. We essentially establish existence and uniqueness of a solution in the case of stochastic Lipschitz coefficients. The stochastic integral used throughout the paper is the divergence-type integral.
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.
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.
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