Generalized BDSDEs driven by fractional Brownian motion
This article deals with a class of generalized backward doubly stochastic differential equations driven by fractional Brownian motion with the Hurst parameter HH greater than 1/2. The existence and uniqueness of solutions to our equation as well as comparison theorems are obtained.
| Published in: | Nonautonomous Dynamical Systems |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2023-09-01
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| Subjects: | |
| Online Access: | https://doi.org/10.1515/msds-2022-0167 |