Mean-field type quadratic BSDEs
نویسندگان
چکیده
In this paper, we give several new results on solvability of a quadratic BSDE whose generator depends also the mean both variables. First, consider such using John-Nirenberg's inequality for BMO martingales to estimate its contribution evolution first unknown variable. Then having an additive expected value in addition usual one. In case, use deterministic shift transformation variable, when neither variable nor mean. The general case can be treated by fixed point argument.
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ژورنال
عنوان ژورنال: Numerical Algebra, Control and Optimization
سال: 2023
ISSN: ['2155-3297', '2155-3289']
DOI: https://doi.org/10.3934/naco.2022009