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.
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).