Mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients

Abstract

In this paper, we investigate mean-field backward stochastic differential equations driven by G-Brownian motion with uniformly continuous coefficients. The existence and uniqueness theorem are obtained via a monotone convergence argument and a linearization method. Moreover, we establish the corresponding comparison theorem.

Keywords:

• G-Brownian motion
• G-BSDEs
• mean-field G-BSDEs
• comparison theorem
• differential equations

Mathematics Subject Classifications:

• 60H10
• 60H30

Acknowledgments

The author are grateful for the anonymous for their careful reading of the manuscript and their helpful suggestions.

Disclosure statement

No potential conflict of interest was reported by the author(s).