Mean-field backward stochastic differential equations with uniformly continuous generators
This paper mainly studies one dimensional mean-field backward stochastic differential equations (MFBSDEs) when their coefficient g is uniformly continuous in (y′, y, z), independent of z′ and non-decreasing in y′. The existence of the solution of this kind MFBSDEs has been well studied. The uniqueness of the solution of MFBSDE is proved when g is also independent of y. Moreover, MFBSDE with coefficient g + c , in which c is a real number, has non-unique solutions, and its at most countable.
Mean-field backward stochastic differential equations Uniformly continuous
Guo Hancheng Ren Xiuyun
School of Mathematics and Statistics, Shandong University, Weihai, Weihai 264209, P.R. China
国际会议
长沙
英文
241-246
2014-05-31（万方平台首次上网日期，不代表论文的发表时间）