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

页码：1312 / 1316

页数：5

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