Article ID Journal Published Year Pages File Type
4626416 Applied Mathematics and Computation 2015 11 Pages PDF
Abstract

In this paper, we deal with a class of mean-field backward stochastic differential equations in continuous time with an arbitrary filtered probability space. We prove the existence and uniqueness of a solution for those equations with strengthened Lipschitz assumption. A comparison theorem is also established.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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