Mean-Field Backward Stochastic Differential Equations with Nonlinear Resistance and Double Mean Reflections
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2026
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| _version_ | 1866918503481606144 |
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| author | Li, Hanwu Shi, Jin |
| author_facet | Li, Hanwu Shi, Jin |
| contents | In this paper, we investigate mean-field backward stochastic differential equation (MFBSDE) with double mean reflections and nonlinear resistance. Specifically, the constraints are formulated in terms of the expectation of the solution, and a compensating term is incorporated into the generator. We establish the existence and uniqueness for both the case of Lipschitz generator and the case where the generator is quadratic and the terminal value is bounded. Finally, when the compensating term is absolutely continuous, we study the well-posedness of a variant type of doubly mean reflected MFBSDE with nonlinear resistance, whose generator depends on the density function of the compensating term. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_15781 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Mean-Field Backward Stochastic Differential Equations with Nonlinear Resistance and Double Mean Reflections Li, Hanwu Shi, Jin Probability In this paper, we investigate mean-field backward stochastic differential equation (MFBSDE) with double mean reflections and nonlinear resistance. Specifically, the constraints are formulated in terms of the expectation of the solution, and a compensating term is incorporated into the generator. We establish the existence and uniqueness for both the case of Lipschitz generator and the case where the generator is quadratic and the terminal value is bounded. Finally, when the compensating term is absolutely continuous, we study the well-posedness of a variant type of doubly mean reflected MFBSDE with nonlinear resistance, whose generator depends on the density function of the compensating term. |
| title | Mean-Field Backward Stochastic Differential Equations with Nonlinear Resistance and Double Mean Reflections |
| topic | Probability |
| url | https://arxiv.org/abs/2605.15781 |