Abstract
In this work, we will try to weaken the hypothesis imposed by Hu and Peng. We will be concerned with finding the solution of locally monotone BSDEs associated to fBm. As an auxiliary step, we study the existence and uniqueness of a solution to the monotone backward SDEs associated to fBm. Then we connect these two kinds of fractional backward SDEs with the corresponding semilinear partial differential equations (PDEs for short).
References
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Articles in the same Issue
- Frontmatter
- On a flexible class of asymmetric mixture normal distribution and its applications
- On the stochastic flow generated by the one default model in one-dimensional case
- Fractional backward SDEs with locally monotone coefficient and application to PDEs
- Risk process with mixture of tempered stable inverse subordinators: Analysis and synthesis
- Stochastic zero-sum differential games and backward stochastic differential equations
- Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with gHp noise
Articles in the same Issue
- Frontmatter
- On a flexible class of asymmetric mixture normal distribution and its applications
- On the stochastic flow generated by the one default model in one-dimensional case
- Fractional backward SDEs with locally monotone coefficient and application to PDEs
- Risk process with mixture of tempered stable inverse subordinators: Analysis and synthesis
- Stochastic zero-sum differential games and backward stochastic differential equations
- Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with gHp noise