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

Mostapha Abdelouahab Saouli

Mostapha Abdelouahab Saouli

  • Laboratory of Applied Mathematics, University of BiskraAlgeria
  • Department of Mathematics, University of Kasdi Merbah OuarglaAlgeria
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Saouli, Mostapha Abdelouahab
  
28 ott 2020
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Pubblicato online: 28 ott 2020
Pagine: 205 - 216
Ricevuto: 14 mag 2019
Accettato: 30 mar 2020
DOI: https://doi.org/10.2478/amns.2020.2.00038
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© 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.

Lingua:
Inglese
Frequenza di pubblicazione:
1 volte all'anno
Argomenti della rivista:
Scienze biologiche, Scienze della vita, altro, Matematica, Matematica applicata, Matematica generale, Fisica, Fisica, altro
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