• DocumentCode
    550232
  • 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
  • fYear
    2011
  • fDate
    22-24 July 2011
  • Firstpage
    1312
  • Lastpage
    1316
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (CCC), 2011 30th Chinese
  • Conference_Location
    Yantai
  • ISSN
    1934-1768
  • Print_ISBN
    978-1-4577-0677-6
  • Electronic_ISBN
    1934-1768
  • Type

    conf

  • Filename
    6000569
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=550232