Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients
Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients
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具有非 Lipschitz 系数的广义平均场分数 BSDE
DOI：
10.5539/ijsp.v10n3pxx
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发表时间：
2021-04
期刊：
影响因子：
--
通讯作者：
Qun Shi
中科院分区：
文献类型：
--
作者：
Qun Shi
本文考虑了分数布朗运动驱动的一维广义平均场倒向随机微分方程，即，我们的平均场FBSDES的生成元不仅依赖于解，而且依赖于解的律。首先在Lipschitz条件下给出了这类倒向随机微分方程的一个全新的比较定理。进一步，当系数仅连续且线性增长时，我们研究了这类平均场倒向随机微分方程解的存在性。
In this paper we consider one dimensional generalized mean-field backward stochastic dierential 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.