{"title":"具有非lipschitz系数的平均场反射BSDEs","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":"2025-05-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"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\":\"2025-05-15\",\"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\":\"2025/1/16 0:00:00\",\"PubModel\":\"Epub\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","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":"2025/1/16 0:00:00","PubModel":"Epub","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
Mean-field reflected BSDEs with non-Lipschitz coefficients
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：
The Journal of Mathematical Analysis and Applications presents papers that treat mathematical analysis and its numerous applications. The journal emphasizes articles devoted to the mathematical treatment of questions arising in physics, chemistry, biology, and engineering, particularly those that stress analytical aspects and novel problems and their solutions.
Papers are sought which employ one or more of the following areas of classical analysis:
• Analytic number theory
• Functional analysis and operator theory
• Real and harmonic analysis
• Complex analysis
• Numerical analysis
• Applied mathematics
• Partial differential equations
• Dynamical systems
• Control and Optimization
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• Mathematical physics.
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