In this paper we consider one dimensional mean-field backward stochastic differential equations(BSDEs)under weak assumptions on the coefficient.Unlike[3],the generator of our mean-field BSDEs depends not only on the s...In this paper we consider one dimensional mean-field backward stochastic differential equations(BSDEs)under weak assumptions on the coefficient.Unlike[3],the generator of our mean-field BSDEs depends not only on the solution(Y,Z)but also on the law PY of Y.The first part of the paper is devoted to the existence and uniqueness of solutions in Lp,1<p≤2,where the monotonicity conditions are satisfied.Next,we show that if the generator/is uniformly continuous in(μ,y,z),uniformly with respect to(t,ω) and if the terminal valueξbelongs to Lp(Ω,F,P)with 1<p≤2,the mean-field BSDE has a unique Lp solution.展开更多
In this paper, we deal with Lp(p 】 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutio...In this paper, we deal with Lp(p 】 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutions to BSDEs whose generators are discontinuous, monotonic in y and uniformly continuous in z.展开更多
We prove several existence and uniqueness results for Lp （p 〉 1） solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgood condition together with a general growth condition...We prove several existence and uniqueness results for Lp （p 〉 1） solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgood condition together with a general growth condition in y and a uniform continuity condition or a linear growth condition in z. A necessary and sufficient condition with respect to the growth of barrier is also explored to ensure the existence of a solution. And, we show that the solutions may be approximated by the penalization method and by some sequences of solutions of reflected BSDEs. These results are obtained due to the development of those existing ideas and methods together with the application of new ideas and techniques, and they unify and improve some known works.展开更多
基金supported in part by the NSFC(11222110,11871037)Shandong Province(JQ201202)+1 种基金NSFC-RS(11661130148,NA150344)111 Project(B12023)。
文摘In this paper we consider one dimensional mean-field backward stochastic differential equations(BSDEs)under weak assumptions on the coefficient.Unlike[3],the generator of our mean-field BSDEs depends not only on the solution(Y,Z)but also on the law PY of Y.The first part of the paper is devoted to the existence and uniqueness of solutions in Lp,1<p≤2,where the monotonicity conditions are satisfied.Next,we show that if the generator/is uniformly continuous in(μ,y,z),uniformly with respect to(t,ω) and if the terminal valueξbelongs to Lp(Ω,F,P)with 1<p≤2,the mean-field BSDE has a unique Lp solution.
基金partially supported by the NNSF of China(No.11271093)the Science Research Project of Hubei Provincial Department of Education(No.Q20141306)the Cultivation Project of Yangtze University for the NSF of China(No.2013cjp09)
文摘In this paper, we deal with Lp(p 】 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutions to BSDEs whose generators are discontinuous, monotonic in y and uniformly continuous in z.
基金Supported by National Natural Science Foundation of China(Grant No.11371362)the Fundamental Research Funds for the Central Universities(Grant No.2012QNA36)
文摘We prove several existence and uniqueness results for Lp （p 〉 1） solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgood condition together with a general growth condition in y and a uniform continuity condition or a linear growth condition in z. A necessary and sufficient condition with respect to the growth of barrier is also explored to ensure the existence of a solution. And, we show that the solutions may be approximated by the penalization method and by some sequences of solutions of reflected BSDEs. These results are obtained due to the development of those existing ideas and methods together with the application of new ideas and techniques, and they unify and improve some known works.
