Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion

• 作者: Yu Feng SHI Jia Qiang WEN Jie XIONG
• 来源期刊: 数学学报（英文版）
• 年，卷（期）: 2021,（7）
• 页码范围: 1156-1170
• 页数: 15页
• 语种: 英文

摘要

In this paper,we study a new class of equations called mean-field backward stochastic differential equations (BSDEs,for short) driven by fractional Brownian motion with Hurst parameter H ＞ 1/2.First,the existence and uniqueness of this class of BSDEs are obtained.Second,a comparison theorem of the solutions is established.Third,as an application,we connect this class of BSDEs with a nonlocal partial differential equation (PDE,for short),and derive a relationship between the fractional mean-field BSDEs and PDEs.