Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections

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.

Publication Details

Journal
ArXiv.org
Published
2025-10-13
Primary Topic
Data Visualization and Analytics
Type
article
Field-Weighted Citation Impact
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article

Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections

ArXiv.org
Data Visualization and Analytics
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Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections

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Abstract

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.

ArXiv.org
Shandong University, National Natural Science Foundation of China, Natural Science Foundation of Shandong Province, Young Scientists Fund, Fundamental Research Funds for the Central Universities
Openalex Percentile: Top 44%
Data Visualization and Analytics
Open Access PDFOpenAlex
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Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections · ArXiv.org (2025) | TGRS Research Map | TGRS