• DocumentCode
    620614
  • Title

    Mean-field backward stochastic differential equations with discontinuous coefficients

  • Author

    Li Li ; Han Yuqiao

  • Author_Institution
    Sch. of Math. & Stat., Shandong Univ., Weihai, China
  • fYear
    2013
  • fDate
    25-27 May 2013
  • Firstpage
    5021
  • Lastpage
    5026
  • Abstract
    In this paper, we study a type of mean-field backward stochastic differential equations (MFBSDEs) with discontinuous coefficients. We prove the existence of the solutions of MFBSDEs when the generator f is left-continuous in y, continuous in y´, z.
  • Keywords
    differential equations; MFBSDE; discontinuous coefficient; mean-field backward stochastic differential equation; Educational institutions; Equations; Partial differential equations; Random variables; Standards; Yttrium; Backward stochastic differential equations; comparison theorem; mean-field backward stochastic differential equations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control and Decision Conference (CCDC), 2013 25th Chinese
  • Conference_Location
    Guiyang
  • Print_ISBN
    978-1-4673-5533-9
  • Type

    conf

  • DOI
    10.1109/CCDC.2013.6561843
  • Filename
    6561843
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=620614