Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4626416 | Applied Mathematics and Computation | 2015 | 11 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Wen Lu, Yong Ren, Lanying Hu,