Mean-Field Backward Stochastic Differential Equations With Continuous Coef.cients

摘要：

In this paper we consider the existence result of one dimensional mean-.eld backward stochastic differential equations (MFBSDEs) when their coef.cients 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.

作者: DU Heng LI Juan WEI Qingmeng

作者单位: School of Mathematics and Statistics, Shandong University at Weihai, Weihai 264209, P.R.China School of Mathematics, Shandong University, Jinan 250100, P.R.China

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）