| Autor: |
Lu, Wen, Ren, Yong, Hu, Lanying |
| Rok vydání: |
2013 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
In this paper, we deal with a class of mean-field backward stochastic differential equations with subdifferrential operator corresponding to a lower semi-continuous convex function. By means of Yosida approximation, the existence and uniqueness of the solution is established. As an application, we give a probability interpretation for the viscosity solutions of a class of nonlocal parabolic variational inequalities. |
| Databáze: |
arXiv |
| Externí odkaz: |
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