Solvability of a class of mean-field BSDEs with quadratic growth

DOI10.1016/j.spl.2022.109652zbMath1498.60214arXiv2208.06188OpenAlexW4291960913MaRDI QIDQ2081771

Jie Xiong, Tao Hao, Jiaqiang Wen

Publication date: 30 September 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.06188

zbMATH Keywords

backward stochastic differential equationquadratic growthmean-field backward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients

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