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Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients

机译:具有非Lipschitz系数的广义平均场分数BSDE

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In this paper we consider one dimensional generalized mean-field backward stochastic differential equations (BSDEs) driven by fractional Brownian motion, i.e., the generators of our mean-field FBSDEs depend not only on the solution but also on the law of the solution. We first give a totally new comparison theorem for such type of BSDEs under Lipschitz condition. Furthermore, we study the existence of the solution of such mean-field FBSDEs when the coefficients are only continuous and with a linear growth.
机译:在本文中,我们考虑由分数布朗运动驱动的一维广义平均场向后转换等式(BSDE),即,我们的平均场FBSDES的发电机不仅取决于解决方案,还取决于解决方案的定律。 我们首先为Lipschitz条件下提供了这种BSDES的完全新的比较定理。 此外,当系数仅连续且线性生长时,我们研究这种平均场FBSDES的解决方案。

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