• DocumentCode
    581783
  • Title

    Mean-field backward doubly stochastic differential equations and its applications

  • Author

    Heng, Du ; Ying, Peng ; Ye, Wang

  • Author_Institution
    Sch. of Math. & Stat., Shandong Univ. at Weihai, Weihai, China
  • fYear
    2012
  • fDate
    25-27 July 2012
  • Firstpage
    1547
  • Lastpage
    1552
  • Abstract
    In this paper, firstly we get the existence and uniqueness theorem of one dimensional mean-field backward doubly stochastic differential equations (MFBDSDEs) when the coefficients satisfy assumptions (B1) and (B2), and we also obtain a generalized comparison theorem. Then we study the MFBDSDEs with non-Lipschitz coefficients which satisfy (B3)-(B6), we prove the existence of minimal solution in this case.
  • Keywords
    differential equations; stochastic processes; MFBDSDE; dimensional mean-field backward doubly stochastic differential equations; existence theorem; generalized comparison theorem; nonLipschitz coefficients; uniqueness theorem; Differential equations; Educational institutions; Electronic mail; Random variables; Standards; Stochastic processes; Yttrium; Comparison Theorem; Mean-field Backward Doubly Stochastic Differential Equations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (CCC), 2012 31st Chinese
  • Conference_Location
    Hefei
  • ISSN
    1934-1768
  • Print_ISBN
    978-1-4673-2581-3
  • Type

    conf

  • Filename
    6390171
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=581783