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
P_{Y} of
Y. The first part of the paper is devoted to the existence and uniqueness of solutions in
L^p,
1< p\leq2, where the monotonicity conditions are satisfied. Next, we show that if the generator
f is uniformly continuous in
(\mu,y,z), uniformly with respect to
(t,\omega), and if the terminal value
\xi belongs to
L^{p}(\Omega,\mathcal{F},P) with $1
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