Mean-Field Backward Doubly Stochastic Differential Equations and Its Applications

被引：0

作者：

Du Heng ^{[1
]}

Peng Ying ^{[2
]}

Wang Ye ^{[1
]}

机构：

[1] Shandong Univ Weihai, Sch Math & Stat, Weihai 264209, Peoples R China

[2] Shandong Univ, Dept Comp Sci & Technol, Jinan 250101, Peoples R China

来源：

PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE | 2012年

关键词：

Mean-field Backward Doubly Stochastic Differential Equations; Comparison Theorem; COEFFICIENTS; SPDES;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, firstly we get the existence and uniqueness theorem of one dimensional mean-field backward doubly stochastic differential equations (MFBDSDEs) when the coefficients satisfy assumptions (B1) and (B2), and we also obtain a generalized comparison theorem. Then we study the MFBDSDEs with non-Lipschitz coefficients which satisfy (B3)-(B6), we prove the existence of minimal solution in this case.

引用

页码：1547 / 1552

页数：6

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