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arXiv · 2208.06188

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

Tao Hao·Jiaqiang Wen·Jie Xiong
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Abstract

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.

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Tao Hao, Jiaqiang Wen, Jie Xiong. 2022-08-12. Solvability of a class of mean-field BSDEs with quadratic growth. https://doi.org/10.1016/j.spl.2022.109652

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