{
  "id": "1310.5845",
  "version": "v1",
  "published": "2013-10-22T09:07:18.000Z",
  "updated": "2013-10-22T09:07:18.000Z",
  "title": "Mean-field backward stochastic differential equations with subdifferrential operator and its applications",
  "authors": [
    "Wen Lu",
    "Yong Ren",
    "Lanying Hu"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we deal with a class of mean-field backward stochastic differential equations with subdifferrential operator corresponding to a lower semi-continuous convex function. By means of Yosida approximation, the existence and uniqueness of the solution is established. As an application, we give a probability interpretation for the viscosity solutions of a class of nonlocal parabolic variational inequalities.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-10-22T09:07:18.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "mean-field backward stochastic differential equations",
      "subdifferrential operator",
      "application",
      "nonlocal parabolic variational inequalities",
      "lower semi-continuous convex function"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1310.5845L"
    }
  }
}