Solvability of a class of mean-field BSDEs with quadratic growth

Hao，Tao1; Wen，Jiaqiang2; Xiong，Jie2

2022-12-01

10.1016/j.spl.2022.109652

STATISTICS & PROBABILITY LETTERS   影响因子和分区

0167-7152

1879-2103

In this paper, we study the multi-dimensional mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. Under small terminal value, the existence and uniqueness are proved for the multi-dimensional situation when the generator f(t,Y,E[Y],Z,E[Z]) is of quadratic growth with respect to the last four items, using some new methods. Besides, a kind of comparison theorem is obtained.

Backward stochastic differential equation Mean-field backward stochastic differential equation Quadratic growth

SCI

英语

通讯

National Natural Science Foundation of China[11831010];National Natural Science Foundation of China[11871037];National Natural Science Foundation of China[12101291];Youth Innovation Technology Project of Higher School in Shandong Province[2019KJI011];Basic and Applied Basic Research Foundation of Guangdong Province[2022A1515012017];National Natural Science Foundation of China[61873325];Southern University of Science and Technology[Y01286120];Natural Science Foundation of Shandong Province[ZR2020MA032];

Mathematics

Statistics & Probability

WOS:000885744200006

ELSEVIER

2-s2.0-85136048345

Scopus

1.School of Statistics,Shandong University of Finance and Economics,Jinan,250014,China
2.Department of Mathematics and SUSTech International center for Mathematics,Southern University of Science and Technology,Shenzhen,Guangdong,518055,China

Hao，Tao,Wen，Jiaqiang,Xiong，Jie. Solvability of a class of mean-field BSDEs with quadratic growth[J]. STATISTICS & PROBABILITY LETTERS,2022,191.

Hao，Tao,Wen，Jiaqiang,&Xiong，Jie.(2022).Solvability of a class of mean-field BSDEs with quadratic growth.STATISTICS & PROBABILITY LETTERS,191.

Hao，Tao,et al."Solvability of a class of mean-field BSDEs with quadratic growth".STATISTICS & PROBABILITY LETTERS 191(2022).