General Mean-Field BDSDEs with Continuous and Stochastic Linear Growth Coefficients.

In this paper, the authors study a class of general mean-field BDSDEs whose coefficients satisfy some stochastic conditions. Specifically, the authors prove the existence and uniqueness theorem of solution under stochastic Lipschitz condition and obtain the related comparison theorem. Besides, the authors further relax the conditions and deduce the existence theorem of solutions under stochastic linear growth and continuous conditions, and the authors also prove the associated comparison theorem. Finally, an asset pricing problem is discussed, which demonstrates the application of the general mean-field BDSDEs in finance. [ABSTRACT FROM AUTHOR]