标题：Mean-field backward stochastic differential equations with quadratic growth
作者：Yan, Hao ;Zhao, Nana
作者机构：[Yan, Hao ] China International Capital Corporation Limited, Beijing; 100004, China;[Yan, Hao ;Zhao, Nana ] School of Mathematics and Statistics, Shan 更多
会议名称：38th Chinese Control Conference, CCC 2019
会议日期：27 July 2019 through 30 July 2019
来源：Chinese Control Conference, CCC
关键词：Backward Stochastic Differential Equations; Comparison Theorem; Mean-field; Quadratic Growth
摘要：In this paper we initially investigate one dimensional mean-field backward stochastic differential equations (MFBS-DEs) with coefficients f quadratic in z under different conditions. We first prove the existence of solutions of this MFBSDEs with bounded terminal value under two cases: The first case is that f is continuous, non-decreasing in y′, and is of super-linear growth in y and quadratic growth in z the second one is that f is monotonic in y, non-decreasing in y′ and quadratic in z. And then, we extend the above two cases to the general situation, i.e., f is continuous, non-decreasing in y′ and of linear growth in (y′},y), as well as quadratic in z. © 2019 Technical Committee on Control Theory, Chinese Association of Automation.