Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients

Qun Shi

International Journal of Statistics and Probability, 2021, vol. 10, issue 3, 77

Abstract: In this paper we consider one dimensional generalized mean-field backward stochastic differential 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.

Date: 2021
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