Here are the General Mean-Field BDSDEs with Continuous and Stochastic Linear Growth Coefficients journals presenting the latest research across various disciplines. From social sciences to technology, each article is expected to provide valuable insights to our readers.
Abstract
In this paper, the authors study a class of general mean-field BDSDEs whose coefficients satisfy some stochastic conditions. Specifically, the authors prove the existence and uniqueness theorem of solution under stochastic Lipschitz condition and obtain the related comparison theorem. Besides, the authors further relax the conditions and deduce the existence theorem of solutions under stochastic linear growth and continuous conditions, and the authors also prove the associated comparison theorem. Finally, an asset pricing problem is discussed, which demonstrates the application of the general mean-field BDSDEs in finance.
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