In this paper, we deal with a class of mean-field backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We obtain the existence and uniqueness theorem and a comparison theorem for solutions of one-dimensional mean-field BSDEs under Lipschitz condition.
Reflected Mean-Field Backward Stochastic Differential Equations. Approximation and Associated Nonlinear PDEs
A uniqueness theorem for solution of BSDEs
Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations
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