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.

This paper is devoted to solve a multidimensional backward stochastic differential equation with jumps in finite time horizon. Under linear growth generator, we prove existence and uniqueness of solution.

In this paper, we deal with a backward doubly stochastic differential equations with jumps. Under stochastic Lipschitz conditions on the coefficients, we prove the existence and uniqueness of solution and provide a comparison theorem. Using this comparison theorem, we show the existence of a minimal solution when the drift satisfy a stochastic growth condition.

In this paper, a solution is given to reflected backward doubly stochastic differential equations when the barrier is not necessarily right-continuous, and the noise is driven by two independent Brownian motions and an independent Poisson random measure. The existence and uniqueness of the solution is shown, firstly when the coefficients are stochastic Lipschitz, and secondly by weakening the conditions on the stochastic growth coefficient.

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