Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations

Abstract

We study a coupled fractional mean-field forward–backward stochastic differential equation (MF-FBSDE), in which the coefficients involved could also depend upon the distribution of the solution (X, Y), and which contains a special structure η. We prove the existence and uniqueness of a solution of the fractional MF-FBSDE by using the method of continuation.