标题:Mean-field backward stochastic differential equations with discontinuous coefficients
作者:LI Li;HAN Yuqiao;
作者机构:[LI Li;HAN Yuqiao]School of Mathematics and Statistics, Shandong University
会议名称:第25届中国控制与决策会议
来源:第25届中国控制与决策会议论文集
出版年:2013
关键词:Backward stochastic differential equations; mean-field backward stochastic differential equations; comparison theorem.
摘要: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.
资源类型:会议论文
原文链接:http://kns.cnki.net/kns/detail/detail.aspx?FileName=KZJC201309001944&DbName=CPFD2013
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