Title :
Mean-field backward stochastic differential equations with discontinuous coefficients
Author :
Li Li ; Han Yuqiao
Author_Institution :
Sch. of Math. & Stat., Shandong Univ., Weihai, China
Abstract :
In this paper, we study a type of mean-field backward stochastic differential equations (MFBSDEs) with discontinuous coefficients. We prove the existence of the solutions of MFBSDEs when the generator f is left-continuous in y, continuous in y´, z.
Keywords :
differential equations; MFBSDE; discontinuous coefficient; mean-field backward stochastic differential equation; Educational institutions; Equations; Partial differential equations; Random variables; Standards; Yttrium; Backward stochastic differential equations; comparison theorem; mean-field backward stochastic differential equations;
Conference_Titel :
Control and Decision Conference (CCDC), 2013 25th Chinese
Conference_Location :
Guiyang
Print_ISBN :
978-1-4673-5533-9
DOI :
10.1109/CCDC.2013.6561843
