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Mean-field backward stochastic differential equations with continuous coefficients

机译:具有连续系数的均值场后向随机微分方程

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In this paper we consider the existence result of one dimensional mean-field backward stochastic differential equations (MFBSDEs) when their coefficients are continuous, non-decreasing in ñ, and have a linear growth. We get an existence of the minimal solution and a comparison theorem for such kind of MFBSDEs.
机译:在本文中,我们考虑一维均值后向随机微分方程(MFBSDE)的系数为连续,无递减且线性增长的存在结果。我们得到了这类MFBSDE的极小解和一个比较定理的存在。

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