General Mean-Field BDSDEs with Stochastic Linear Growth and Discontinuous Generator

General Mean-Field BDSDEs with Stochastic Linear Growth and Discontinuous Generator

In this paper, we consider the general mean-field backward doubly stochastic differential equations (mean-field BDSDEs) whose generator <i>f</i> can be discontinuous in <i>y</i>. We prove the existence theorem of solutions under stochastic linear growth conditions and also ob...

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Bibliographic Details
Main Authors: Yufeng Shi, Jinghan Wang
Format: Article
Language:English
Published: MDPI AG 2024-03-01
Series:Mathematics
Subjects:
backward doubly stochastic differential equations
mean-field
Wasserstein metric
discontinuous
stochastic linear growth
Online Access:https://www.mdpi.com/2227-7390/12/7/978

Internet

https://www.mdpi.com/2227-7390/12/7/978

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