Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2401.07723 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866909073469865984 |
|---|---|
| author | Lin, Yiqing Xu, Kun |
| author_facet | Lin, Yiqing Xu, Kun |
| contents | In this paper, we study a class of mean-field reflected backward stochastic differential equations (MFRBSDEs) driven by a marked point process. Based on a g-expectation representation lemma, we give the existence and uniqueness of MFRBSDEs driven by a marked point process under Lipschitz generator conditions. Besides, the well-posedness of this kind of BSDEs with exponential growth generator and unbounded terminal is also provided by $θ$-method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_07723 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Mean-field reflected BSDEs driven by a marked point process Lin, Yiqing Xu, Kun Probability In this paper, we study a class of mean-field reflected backward stochastic differential equations (MFRBSDEs) driven by a marked point process. Based on a g-expectation representation lemma, we give the existence and uniqueness of MFRBSDEs driven by a marked point process under Lipschitz generator conditions. Besides, the well-posedness of this kind of BSDEs with exponential growth generator and unbounded terminal is also provided by $θ$-method. |
| title | Mean-field reflected BSDEs driven by a marked point process |
| topic | Probability |
| url | https://arxiv.org/abs/2401.07723 |