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It is commonly believed that there is no comparison theorem for general mean-field bsde. However, we prove a comparison theorem for a subclass of these equations. When the mean-field bsde"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1801.03349","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2018-01-10T12:38:26Z","cross_cats_sorted":[],"title_canon_sha256":"7a9fd35a84019d3c05885f42fdf30c5484f4aa6d3ae28fae728c075b3c4d1ebf","abstract_canon_sha256":"5b15ef5b1fcc4036df772a4f883aa472a67c0b487013923fa4f08ac199ef8e3a"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:54:16.747392Z","signature_b64":"paDYfzYRhMv+RTfKwBssz3y41WOq2L+D9HLuNvlXz70Kk8djl8/o2Uj0rSyetic8G/i/ciJ5LPViBMo4fDg1DQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"bf7d8b798e78956094512416bd7d230517cd16230fffa4d9ffcbdb50186d26da","last_reissued_at":"2026-05-17T23:54:16.746711Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:54:16.746711Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Mean-field backward stochastic differential equations and applications","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.OC","authors_text":"Bernt {\\O}ksendal, Nacira Agram, Yaozhong Hu","submitted_at":"2018-01-10T12:38:26Z","abstract_excerpt":"In this paper we study the mean-field backward stochastic differential equations (mean-field bsde) of the form dY(t) =-f(t,Y(t),Z(t),K(t, . ),E[\\varphi(Y(t),Z(t),K(t,.))])dt+Z(t)dB(t) +\\int_{R_{0}}K(t,\\zeta)\\tilde{N}(dt,d\\zeta), where B is a Brownian motion, \\tilde{N} is the compensated Poisson random measure.\n  Under some mild conditions, we prove the existence and uniqueness of the solution triplet (Y,Z,K). It is commonly believed that there is no comparison theorem for general mean-field bsde. However, we prove a comparison theorem for a subclass of these equations. 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