Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2025
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866914089814458368 |
|---|---|
| author | Hanwu, Li Jin, Shi |
| author_facet | Hanwu, Li Jin, Shi |
| contents | The present paper is devoted to the study of mean-field backward stochastic differential equations (MFBSDEs) with double mean reflections whose generators are not Lipschitz continuous. With the help of the Skorokhod problem and some a priori estimates for MFBSDEs, we establish the existence and uniqueness results for doubly mean reflected MFBSDEs. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_11228 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections Hanwu, Li Jin, Shi Probability The present paper is devoted to the study of mean-field backward stochastic differential equations (MFBSDEs) with double mean reflections whose generators are not Lipschitz continuous. With the help of the Skorokhod problem and some a priori estimates for MFBSDEs, we establish the existence and uniqueness results for doubly mean reflected MFBSDEs. |
| title | Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections |
| topic | Probability |
| url | https://arxiv.org/abs/2510.11228 |