Existence of solution for Mean-field Reflected Discontinuous Backward Doubly Stochastic Differential Equation
28 oct. 2020
À propos de cet article
Publié en ligne: 28 oct. 2020
Pages: 205 - 216
Reçu: 14 mai 2019
Accepté: 30 mars 2020
DOI: https://doi.org/10.2478/amns.2020.2.00038
Mots clés
© 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.