Mean-Field Backward Stochastic Differential Equations With Continuous Coefficients

被引：0
|
作者：
Du Heng [1 ]
Li Juan [1 ]
Wei Qingmeng
机构：
[1] Shandong Univ, Sch Math & Stat, Weihai 264209, Peoples R China
来源：
2011 30TH CHINESE CONTROL CONFERENCE (CCC) | 2011年
关键词：
Mean-field backward stochastic differential equations; Comparison theorem;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper we consider the existence result of one dimensional mean-field backward stochastic differential equations (MFBSDEs) when their coefficients are continuous, non-decreasing in y', and have a linear growth. We get an existence of the minimal solution and a comparison theorem for such kind of MFBSDEs.
引用
收藏
页码：1312 / 1316
页数：5
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