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arXiv:2208.06188 [math.PR]AbstractReferencesReviewsResources

Solvability of a class of mean-field BSDEs with quadratic growth

Tao Hao, Jiaqiang Wen, Jie Xiong

Published 2022-08-12Version 1

In this paper, we study the multi-dimensional mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. Under small terminal value, the existence and uniqueness are proved for the multi-dimensional situation when the generator f(t,Y,E[Y],Z,E[Z]) is of quadratic growth with respect to the last four items, using some new methods. Besides, a kind of comparison theorem is obtained.

Comments: 15 pages. arXiv admin note: text overlap with arXiv:1909.10846
Journal: Statistics and Probability Letters (2022)
Categories: math.PR
Subjects: 60H10, 60H30
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