General mean-field backward stochastic differential equations with discontinuous coefficients

2022 41st Chinese Control Conference (CCC)(2022)

引用 0|浏览0
暂无评分
摘要
In this paper, we deal with a general type of one-dimensional mean-field backward stochastic differential equations (general mean-field BSDEs, in short) whose coefficient may be discontinuous in y, continuous in µ and z. We prove the existence of the solutions of such general mean-field BSDEs under some conditions we set.
更多
查看译文
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要