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

IF 0.9 4区 数学 Q3 STATISTICS & PROBABILITY Statistics & Probability Letters Pub Date : 2024-09-19 DOI:10.1016/j.spl.2024.110273
Zongkui Fu , Dandan Fei
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引用次数: 0

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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具有局部单调系数的一般均场反射后向随机微分方程
本文研究了具有局部单调系数的一般均场反射后向随机微分方程。通过选择合适的近似序列,我们得到了一般均场反射后向随机微分方程解的存在性和唯一性。
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来源期刊
Statistics & Probability Letters
Statistics & Probability Letters 数学-统计学与概率论
CiteScore
1.60
自引率
0.00%
发文量
173
审稿时长
6 months
期刊介绍: Statistics & Probability Letters adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. Statistics & Probability Letters is a refereed journal. Articles will be limited to six journal pages (13 double-space typed pages) including references and figures. Apart from the six-page limitation, originality, quality and clarity will be the criteria for choosing the material to be published in Statistics & Probability Letters. Every attempt will be made to provide the first review of a submitted manuscript within three months of submission. The proliferation of literature and long publication delays have made it difficult for researchers and practitioners to keep up with new developments outside of, or even within, their specialization. The aim of Statistics & Probability Letters is to help to alleviate this problem. Concise communications (letters) allow readers to quickly and easily digest large amounts of material and to stay up-to-date with developments in all areas of statistics and probability. The mainstream of Letters will focus on new statistical methods, theoretical results, and innovative applications of statistics and probability to other scientific disciplines. Key results and central ideas must be presented in a clear and concise manner. These results may be part of a larger study that the author will submit at a later time as a full length paper to SPL or to another journal. Theory and methodology may be published with proofs omitted, or only sketched, but only if sufficient support material is provided so that the findings can be verified. Empirical and computational results that are of significant value will be published.
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