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Mean-field fractional BSDEs with locally monotone coefficients

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  • Fu, Zongkui
  • Fei, Dandan

Abstract

In this paper, we study mean-field backward stochastic differential equations (BSDEs) driven by fractional Brownian motion with Hurst parameter H greater than 1/2. With the help of choosing the suitable approximation sequence, we obtain the existence and uniqueness of solution to mean-field fractional BSDEs with locally monotone coefficients.

Suggested Citation

  • Fu, Zongkui & Fei, Dandan, 2025. "Mean-field fractional BSDEs with locally monotone coefficients," Statistics & Probability Letters, Elsevier, vol. 220(C).
    • Handle: RePEc:eee:stapro:v:220:y:2025:i:c:s0167715225000070
    DOI: 10.1016/j.spl.2025.110361
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    References listed on IDEAS

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    1. Yu, Xianye & Zhang, Mingbo, 2020. "Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients," Statistics & Probability Letters, Elsevier, vol. 159(C).
    2. Sin, Myong-Guk & Ri, Kyong-Il & Kim, Kyong-Hui, 2022. "Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 190(C).
    3. 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.
    4. Fu, Zongkui & Fei, Dandan, 2025. "General mean-field reflected backward stochastic differential equations with locally monotone coefficients," Statistics & Probability Letters, Elsevier, vol. 216(C).
    5. Lucian Maticiuc & Tianyang Nie, 2015. "Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities," Journal of Theoretical Probability, Springer, vol. 28(1), pages 337-395, March.
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