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Mean-field backward stochastic differential equations with continuous coefficients

机译:具有连续系数的叶片场向后随机微分方程

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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,我们考虑当它们的系数是连续的,在Ñ中的非减小并且具有线性生长时,考虑一维平均场向后转换差分方程(MFBSDES)的存在结果。我们可以存在最小的解决方案和这种MFBSDES的比较定理。

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