RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients
| 24 jun 2019
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Publicado en línea: 24 jun 2019
Páginas: 101 - 112
Recibido: 02 ene 2019
Aceptado: 19 mar 2019
DOI: https://doi.org/10.2478/AMNS.2019.1.00011
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© 2019 Sadibou Aidara, published by Sciendo
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 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.