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RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

  
Jun 24, 2019

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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.

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English