Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations

DOI10.1016/j.spl.2022.109608zbMath1498.60272OpenAlexW4284969162WikidataQ115341049 ScholiaQ115341049MaRDI QIDQ2081748

Kyong-Il Ri, Myong-Guk Sin, Kyong-Hui Kim

Publication date: 30 September 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109608

zbMATH Keywords

fractional Brownian motionmethod of continuationmean-field forward-backward stochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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