Mean-field backward stochastic differential equations with uniformly continuous generators

被引：0
|
作者：
Guo Hancheng [1 ]
Ren Xiuyun [1 ]
机构：
[1] Shandong Univ, Sch Math & Stat, Weihai 264209, Weihai, Peoples R China
来源：
26TH CHINESE CONTROL AND DECISION CONFERENCE (2014 CCDC) | 2014年
关键词：
Mean-field backward stochastic differential equations; Uniformly continuous; BSDES;
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：
This paper mainly studies one dimensional mean-field backward stochastic differential equations (MFBSDEs) when their coefficient g is uniformly continuous in (y', y, z), independent of z' and non-decreasing in y'. The existence of the solution of this kind MFBSDEs has been well studied. The uniqueness of the solution of MFBSDE is proved when g is also independent of y. Moreover, MFBSDE with coefficient g +c, in which c is a real number, has non-unique solutions, and it's at most countable.
引用
收藏
页码：241 / 246
页数：6
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