Resumen de BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients
This paper deals with a class of backward stochastic differential equation driven by two mutually independent fractional Brownian motions. We essentially establish existence and uniqueness of a solution in the case of stochastic Lipschitz coefficients. The stochastic integral used throughout the paper is the divergence-type integral.
