Well-Posedness of Generalized Mean-Reflected McKean-Vlasov Backward Stochastic Differential Equations
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arXiv
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866917473920483328 |
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| author | Qian, Ruisen |
| author_facet | Qian, Ruisen |
| contents | This paper investigates a class of generalized mean-reflected McKean-Vlasov type backward stochastic differential equations (BSDEs). Our new framework combines a mean reflection constraint on the solution's expectation with a generalized integral with respect to a continuous non-decreasing process. We establish the existence and uniqueness of the solution. The uniqueness is derived via stability estimates, while the existence is proved by employing a penalization method combined with a smooth approximation of the obstacle. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_14893 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Well-Posedness of Generalized Mean-Reflected McKean-Vlasov Backward Stochastic Differential Equations Qian, Ruisen Probability 60H10 This paper investigates a class of generalized mean-reflected McKean-Vlasov type backward stochastic differential equations (BSDEs). Our new framework combines a mean reflection constraint on the solution's expectation with a generalized integral with respect to a continuous non-decreasing process. We establish the existence and uniqueness of the solution. The uniqueness is derived via stability estimates, while the existence is proved by employing a penalization method combined with a smooth approximation of the obstacle. |
| title | Well-Posedness of Generalized Mean-Reflected McKean-Vlasov Backward Stochastic Differential Equations |
| topic | Probability 60H10 |
| url | https://arxiv.org/abs/2604.14893 |