General mean-field BSDEs with diagonally quadratic generator in multi-dimension

DOI10.3934/DCDS.2024049MaRDI QIDQ6592945zbMATH OpenFDO

Authors Weimin Jiang, Juan Li, Qingmeng Wei

Publication date 26 August 2024

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/DCDS.2024049

zbMATH Keywords

BMO Martingaleconvex generatordiagonally quadratic generatormean-field BSDEsunbounded terminal value

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(3)

• A global stochastic maximum principle for mean-field forward-backward stochastic control systems with quadratic generators
• Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution ( Y, Z )
• L^p-solutions of multi-dimensional BSDEs with mean reflection

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