Mean-field BSDEs with weak monotonicity and general growth generators
In this paper, we show an existence and uniqueness result of solutions to mean-field backward stochastic differential equations (MBSDEs for short) whose generators satisfy a weak monotonicity condition and a general growth condition. In addition, we provide a comparison theorem. We also give an example showing the applicability of the results.
Authors
- Hun O
- Ri Kyong-Il (ORCID: https://orcid.org/0000-0002-2692-264X)
- Kim Mun-Chol (ORCID: https://orcid.org/0000-0002-4746-0798)
Publication Details
- Journal
- Stochastics and Dynamics
- Published
- 2025-07-25
- DOI
- https://doi.org/10.1142/s0219493725500261
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00