Papers
Topics
Authors
Recent
Search
2000 character limit reached

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

Published 12 Aug 2022 in math.PR | (2208.06188v1)

Abstract: 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.

Summary

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (3)

Collections

Sign up for free to add this paper to one or more collections.