Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation
Oct 28, 2020
About this article
Published Online: Oct 28, 2020
Page range: 205 - 216
Received: May 14, 2019
Accepted: Mar 30, 2020
DOI: https://doi.org/10.2478/amns.2020.2.00038
Keywords
© 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.