In this paper we consider one dimensional mean-field backward stochastic differential equations (BSDEs) under weak assumptions on the coefficient. Unlike [3], the generator of our mean-field BSDEs depends not only on the solution
(Y,Z) but also on the law
PY of
Y. The first part of the paper is devoted to the existence and uniqueness of solutions in
Lp,
1<p≤2, where the monotonicity conditions are satisfied. Next, we show that if the generator
f is uniformly continuous in
(μ,y,z), uniformly with respect to
(t,ω), and if the terminal value
ξ belongs to
Lp(Ω,F,P) with $1
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