| Title | Solvability of a class of mean-field BSDEs with quadratic growth |
| Author | |
| Corresponding Author | Wen，Jiaqiang |
| Publication Years | 2022-12-01
|
| DOI | |
| Source Title | |
| ISSN | 0167-7152
|
| EISSN | 1879-2103
|
| Volume | 191 |
| 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. |
| Keywords | |
| URL | [Source Record] |
| Indexed By | |
| Language | English
|
| SUSTech Authorship | Corresponding
|
| Funding Project | National Natural Science Foundation of China[11831010];National Natural Science Foundation of China[11871037];National Natural Science Foundation of China[12101291];Youth Innovation Technology Project of Higher School in Shandong Province[2019KJI011];Basic and Applied Basic Research Foundation of Guangdong Province[2022A1515012017];National Natural Science Foundation of China[61873325];Southern University of Science and Technology[Y01286120];Natural Science Foundation of Shandong Province[ZR2020MA032];
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| WOS Research Area | Mathematics
|
| WOS Subject | Statistics & Probability
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| WOS Accession No | WOS:000885744200006
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| Publisher | |
| Scopus EID | 2-s2.0-85136048345
|
| Data Source | Scopus
|
| Citation statistics |
Cited Times [WOS]:0
|
| Document Type | Journal Article |
| Identifier | http://kc.sustech.edu.cn/handle/2SGJ60CL/382598 |
| Department | Department of Mathematics 深圳国际数学中心（杰曼诺夫数学中心）（筹） |
| Affiliation | 1.School of Statistics,Shandong University of Finance and Economics,Jinan,250014,China 2.Department of Mathematics and SUSTech International center for Mathematics,Southern University of Science and Technology,Shenzhen,Guangdong,518055,China |
| Corresponding Author Affilication | Department of Mathematics; SUSTech International Center for Mathematics |
| Recommended Citation GB/T 7714 |
Hao，Tao,Wen，Jiaqiang,Xiong，Jie. Solvability of a class of mean-field BSDEs with quadratic growth[J]. STATISTICS & PROBABILITY LETTERS,2022,191.
|
| APA |
Hao，Tao,Wen，Jiaqiang,&Xiong，Jie.(2022).Solvability of a class of mean-field BSDEs with quadratic growth.STATISTICS & PROBABILITY LETTERS,191.
|
| MLA |
Hao，Tao,et al."Solvability of a class of mean-field BSDEs with quadratic growth".STATISTICS & PROBABILITY LETTERS 191(2022).
|
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