{
  "id": "2208.06188",
  "version": "v1",
  "published": "2022-08-12T09:39:18.000Z",
  "updated": "2022-08-12T09:39:18.000Z",
  "title": "Solvability of a class of mean-field BSDEs with quadratic growth",
  "authors": [
    "Tao Hao",
    "Jiaqiang Wen",
    "Jie Xiong"
  ],
  "comment": "15 pages. arXiv admin note: text overlap with arXiv:1909.10846",
  "journal": "Statistics and Probability Letters (2022)",
  "doi": "10.1016/j.spl.2022.109652",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-08-12T09:39:18.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60H30"
    ],
    "keywords": [
      "quadratic growth",
      "mean-field bsdes",
      "mean-field backward stochastic differential equations",
      "multi-dimensional mean-field backward stochastic differential",
      "solvability"
    ],
    "tags": [
      "journal article"
    ],
    "publication": {
      "publisher": "Elsevier"
    },
    "note": {
      "typesetting": "TeX",
      "pages": 15,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}