General mean-field backward stochastic differential equations with discontinuous coefficients

被引：0
|
作者：
Wang, Jinghan [1 ]
Zhao, Nana [2 ]
Shi, Yufeng [1 ,2 ]
机构：
[1] Shandong Univ, Inst Financial Studies, Jinan 250100, Peoples R China
[2] Shandong Univ, Sch Math, Jinan 250100, Peoples R China
来源：
2022 41ST CHINESE CONTROL CONFERENCE (CCC) | 2022年
基金：
中国国家自然科学基金; 国家重点研发计划;
关键词：
Backward stochastic differential equations; Comparison theorem; Mean-field; Wasserstein metric;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we deal with a general type of one-dimensional mean-field backward stochastic differential equations (general mean-field BSDEs, in short) whose coefficient may be discontinuous in y, continuous in mu and z. We prove the existence of the solutions of such general mean-field BSDEs under some conditions we set.
引用
收藏
页码：1287 / 1292
页数：6
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