论文标题
具有二次增长的一类平均BSDE的可溶性
Solvability of a class of mean-field BSDEs with quadratic growth
论文作者
论文摘要
在本文中，我们研究了具有二次生长的多维平均场后退随机微分方程（BSDES）。在较小的终端值下，当发电机F（t，y，e [y]，z，e [z]）相对于最后四个项目而言，使用了一些新方法，就可以证明存在和唯一性在多维情况下证明。此外，还获得了一种比较定理。
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.
