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李娟

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期刊论文

General mean-field BSDEs with continuous coefficients

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Journal of Mathematical Analysis and Applications,2018,466(1):264-280 | 2018年10月01日 | https://doi.org/10.1016/j.jmaa.2018.05.074

URL:https://www.sciencedirect.com/science/article/abs/pii/S0022247X1830475X

摘要/描述

In this paper we consider one dimensional general mean-field backward stochastic differential equations (BSDEs), i.e., the generator of our mean-field BSDEs depends not only on the solution but also on the law of the solution. We first give a totally new comparison theorem for such type of BSDEs under Lipschitz condition. Furthermore, we study the existence of the solution of such mean-field BSDEs when the coefficients are only continuous and with a linear growth.

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