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General mean-field reflected backward stochastic differential equations with locally monotone coefficients

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  • Fu, Zongkui
  • Fei, Dandan

Abstract

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.

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  • Fu, Zongkui & Fei, Dandan, 2025. "General mean-field reflected backward stochastic differential equations with locally monotone coefficients," Statistics & Probability Letters, Elsevier, vol. 216(C).
    • Handle: RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002426
    DOI: 10.1016/j.spl.2024.110273
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    References listed on IDEAS

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    1. Zhu, Runyu & Tian, Dejian, 2019. "Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 48-55.
    2. Li, Zhi & Luo, Jiaowan, 2012. "Mean-field reflected backward stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1961-1968.
    3. Matoussi, Anis, 1997. "Reflected solutions of backward stochastic differential equations with continuous coefficient," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 347-354, June.
    4. Xu, Mingyu, 2008. "Backward stochastic differential equations with reflection and weak assumptions on the coefficients," Stochastic Processes and their Applications, Elsevier, vol. 118(6), pages 968-980, June.
    5. Buckdahn, Rainer & Li, Juan & Peng, Shige, 2009. "Mean-field backward stochastic differential equations and related partial differential equations," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3133-3154, October.
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    Cited by:

    1. Fu, Zongkui & Fei, Dandan, 2025. "Mean-field fractional BSDEs with locally monotone coefficients," Statistics & Probability Letters, Elsevier, vol. 220(C).

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