Yaya SAGNA, Lamine SYLLA, Sadibou AIDARA

GENERALIZED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY TWO MUTUALLY INDEPENDENT FRACTIONAL BROWNIAN MOTIONS

Introduction

Generalized backward stochastic differential equations driven by two mutually independent fractional brownian motions. Explore generalized backward stochastic differential equations (FGBSDEs) driven by two independent fractional Brownian motions. Discover existence, uniqueness, and a comparison theorem for solutions.

Abstract

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. Received: June 25, 2024Revised: August 25, 2024Accepted: September 14, 2024

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