Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation-Reference-Cited by-同舟云学术

Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation

Published:2020-07-01 Issue:2 Volume:5 Page:205-216
ISSN:2444-8656
Container-title:Applied Mathematics and Nonlinear Sciences
language:en
Short-container-title:

Author:

Saouli Mostapha Abdelouahab¹²

Affiliation:

1. Laboratory of Applied Mathematics , University of Biskra , , Algeria

2. Department of Mathematics , University of Kasdi Merbah Ouargla , Algeria

Abstract

Abstract 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.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Engineering (miscellaneous),Modeling and Simulation,General Computer Science

Link

https://www.sciendo.com/pdf/10.2478/amns.2020.2.00038

Reference10 articles.

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