Name
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. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1016/j.amc.2015.04.014 | Applied Mathematics and Computation |
Keywords | Field | DocType |
Mean-field backward stochastic,Differential equation,Stieltjes measure,Comparison theorem | Differential equation,Picard–Lindelöf theorem,Mathematical optimization,Mathematical analysis,Stochastic differential equation,Lipschitz continuity,Stochastic partial differential equation,Backward differentiation formula,Kolmogorov equations (Markov jump process),Comparison theorem,Mathematics | Journal |
Volume | Issue | ISSN |
263 | C | 0096-3003 |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Wen Lu | 1 | 25 | 3.35 |
| Yong Ren | 2 | 3 | 1.16 |
| Lanying Hu | 3 | 17 | 5.11 |