General mean-field reflected backward stochastic differential equations with locally monotone coefficients
In this paper, we study general mean-field reflected backward stochastic differential equations with locally monotone coefficients. With the help of choosing the suitable approximation sequence, we obtain the existence and uniqueness of solution to general mean-field reflected backward stochastic differential equations.
Authors
- Dandan Fei
- Zongkui Fu
Institutions
- Xinyang Normal University (CN)
- Central South University (CN)
- Xinyang Agriculture and Forestry University (CN)
Publication Details
- Journal
- Statistics & Probability Letters
- Published
- 2024-09-19
- DOI
- https://doi.org/10.1016/j.spl.2024.110273
- Citations
- 2
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 1.08