Title :
Mean-field backward stochastic differential equations with continuous coefficients
Author :
Du Heng ; Li Juan ; Wei Qingmeng
Author_Institution :
Sch. of Math. & Stat., Shandong Univ. at Weihai, Weihai, China
Abstract :
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.
Keywords :
differential equations; stochastic processes; continuous coefficients; linear growth; mean field backward stochastic differential equations; Differential equations; Equations; Random variables; Yttrium; Zinc; Comparison theorem; Mean-field backward stochastic differential equations;
Conference_Titel :
Control Conference (CCC), 2011 30th Chinese
Conference_Location :
Yantai
Print_ISBN :
978-1-4577-0677-6
Electronic_ISBN :
1934-1768
