Well-posedness of McKean-Vlasov generalized multivalued BSDEs

This paper investigates McKean-Vlasov backward stochastic variational inequalities (BSVIs) whose generator depends on the joint law of the solution. We first establish the existence and uniqueness of the solution under globally Lipschitz and linear growth conditions. The analysis is then extended to the more general case of locally Lipschitz and non-linear growth conditions.

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ArXiv.org
Published
2025-10-11
Primary Topic
Archaeological Research and Protection
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article

Well-posedness of McKean-Vlasov generalized multivalued BSDEs

ArXiv.org
Archaeological Research and Protection
article

Well-posedness of McKean-Vlasov generalized multivalued BSDEs

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Abstract

This paper investigates McKean-Vlasov backward stochastic variational inequalities (BSVIs) whose generator depends on the joint law of the solution. We first establish the existence and uniqueness of the solution under globally Lipschitz and linear growth conditions. The analysis is then extended to the more general case of locally Lipschitz and non-linear growth conditions.

ArXiv.org
Reduced inequalities
Openalex Percentile: Top 33%
Archaeological Research and Protection
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Well-posedness of McKean-Vlasov generalized multivalued BSDEs · ArXiv.org (2025) | TGRS Research Map | TGRS