<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>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.</p>
</abstract>

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.

RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

UFR Sciences Appliquées et de Technologie

Applied Mathematics and Nonlinear Sciences

This work is licensed under the Creative Commons Attribution 4.0 International License.

In this work, we deal with a backward stochastic differential equation driven by two mutually independent fractional Brownian motions (with Hurst parameter...

RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

Published Online: Jun 24, 2019

Page range: 101 - 112

Received: Jan 02, 2019

Accepted: Mar 19, 2019

DOI: https://doi.org/10.2478/AMNS.2019.1.00011

Keywords
Anticipated backward doubly stochastic differential equation, non-lipschitz coefficients, Itô’s representation formula and Gronwall lemma

© 2019 Sadibou Aidara, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

Published Online: Jun 24, 2019

Page range: 101 - 112

Received: Jan 02, 2019

Accepted: Mar 19, 2019

DOI: https://doi.org/10.2478/AMNS.2019.1.00011

KeywordsAnticipated backward doubly stochastic differential equation, non-lipschitz coefficients, Itô’s representation formula and Gronwall lemma

© 2019 Sadibou Aidara, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Keywords
Anticipated backward doubly stochastic differential equation, non-lipschitz coefficients, Itô’s representation formula and Gronwall lemma