{"title":"Mean-field reflected BSDEs with non-Lipschitz coefficients","authors":"Fengfeng Cui , Weidong Zhao","doi":"10.1016/j.jmaa.2025.129256","DOIUrl":null,"url":null,"abstract":"<div><div>This paper aims at solving mean-field reflected backward stochastic equations in <span><math><msup><mrow><mi>L</mi></mrow><mrow><mi>p</mi></mrow></msup><mo>(</mo><mi>p</mi><mo>></mo><mn>1</mn><mo>)</mo></math></span> sense under a type of weaker assumptions on the coefficients. With the help of nonlinear Snell envelope representation and a more accurate approximation method, we establish the well-posedness of mean-field reflected backward stochastic equations whenever the <em>y</em> and <em>ν</em> arguments of its generator are not Lipschitz continuous.</div></div>","PeriodicalId":50147,"journal":{"name":"Journal of Mathematical Analysis and Applications","volume":"545 2","pages":"Article 129256"},"PeriodicalIF":1.2000,"publicationDate":"2025-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Mathematical Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0022247X2500037X","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
This paper aims at solving mean-field reflected backward stochastic equations in sense under a type of weaker assumptions on the coefficients. With the help of nonlinear Snell envelope representation and a more accurate approximation method, we establish the well-posedness of mean-field reflected backward stochastic equations whenever the y and ν arguments of its generator are not Lipschitz continuous.
期刊介绍:
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