Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation
| 28 paź 2020
O artykule
Data publikacji: 28 paź 2020
Zakres stron: 205 - 216
Otrzymano: 14 maj 2019
Przyjęty: 30 mar 2020
DOI: https://doi.org/10.2478/amns.2020.2.00038
Słowa kluczowe
© 2020 Mostapha Abdelouahab Saouli, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
In this paper we prove the existence of a solution for mean-field reflected backward doubly stochastic differential equations (MF-RBDSDEs) with one continuous barrier and discontinuous generator (left-continuous). By a comparison theorem establish here for MF-RBDSDEs, we provide a minimal or a maximal solution to MF-RBDSDEs.