Abstract
In this work, we deal with a generalized backward stochastic differential equation driven by a fractional Brownian motion. We essentially prove an existence and uniqueness result under non-Lipschitz condition on the generator by help of an iterated scheme on a suitable sequence.
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Acknowledgments
This work has been supported by the African Center of Excellence project for high education (CEA-MITIC), a World Bank program implemented at Faculty of Applied Sciences and Technology at Université Gaston Berger de Saint-Louis.
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Aïdara, S., Sow, A.B. Generalized fractional BSDE with non Lipschitz coefficients. Afr. Mat. 27, 443–455 (2016). https://doi.org/10.1007/s13370-015-0354-3
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DOI: https://doi.org/10.1007/s13370-015-0354-3