![Sample our Computer Science journals, sign in here to start your access, latest two full volumes FREE to you for 14 days]({"type":"image" , "src" : "/sda/5928/TOC-Subject-Sample-2021-Computer-Science.jpg"})
Abstract
This paper mainly studies one-dimensional mean-field backward stochastic differential equations (MFBSDEs) when their coefficient is uniformly continuous in
, independent of
and non-decreasing in
. The existence of the solution of this kind MFBSDEs has been well studied. The uniqueness of the solution of MFBSDE is proved when
is also independent of
. Moreover, MFBSDE with coefficient
, in which
is a real number, has non-unique solutions, and it’s at most countable.
Disclosure statement
No potential conflict of interest was reported by the authors.
Additional information
Funding
The work has been supported by the NSF of P.R. China [grant number 11071144], [grant number 11171187], [grant number 11222110], Shandong Province [grant number BS2011SF010], [grant number JQ201202], Program for New Century Excellent Talents in University [grant number NCET-12-0331], 111 Project [grant number B12023].