Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients

Abstract

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.