Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154337 | Statistics & Probability Letters | 2015 | 9 Pages |
Abstract
In this paper, we deal with a class of mean-field backward stochastic differential equations with subdifferential operator corresponding to a lower semi-continuous convex function. By means of Yosida approximation, the existence and uniqueness of the solution is established. As an application, we give a probability interpretation for the viscosity solutions of a class of nonlocal parabolic variational inequalities.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Wen Lu, Yong Ren, Lanying Hu,