Mean-field reflected BSDEs with non-Lipschitz coefficients
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作者:
Cui, Fengfeng
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机构:
Qilu Normal Univ, Sch Math, Jinan 250013, Peoples R China
Shandong Univ, Sch Math, Jinan 250100, Peoples R ChinaQilu Normal Univ, Sch Math, Jinan 250013, Peoples R China
Cui, Fengfeng
[1
,2
]
Zhao, Weidong
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机构:
Shandong Univ, Sch Math, Jinan 250100, Peoples R ChinaQilu Normal Univ, Sch Math, Jinan 250013, Peoples R China
Zhao, Weidong
[2
]
机构:
[1] Qilu Normal Univ, Sch Math, Jinan 250013, Peoples R China
[2] Shandong Univ, Sch Math, Jinan 250100, Peoples R China
This paper aims at solving mean-field reflected backward stochastic equations in Lp(p > 1) 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 nu arguments of its generator are not Lipschitz continuous. (c) 2025 Elsevier Inc. All rights are reserved, including those for text and data mining, AI training, and similar technologies.
机构:
Univ Savoie, CNRS, UMR 5127, Lab Math, Campus Sci, F-73376 Le Bourget Du Lac, FranceUniv Savoie, CNRS, UMR 5127, Lab Math, Campus Sci, F-73376 Le Bourget Du Lac, France
Briand, Philippe
;
Elie, Romuald
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机构:
Univ Paris Est, CNRS, UMR 8050, LAMA, Champs Sur Marne, France
UMLV, INRIA, ENPC, Projet MathRisk, Champs Sur Marne, FranceUniv Savoie, CNRS, UMR 5127, Lab Math, Campus Sci, F-73376 Le Bourget Du Lac, France
Elie, Romuald
;
Hu, Ying
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机构:
Univ Rennes 1, CNRS, UMR 6625, IRMAR, Campus Beaulieu, F-35042 Rennes, FranceUniv Savoie, CNRS, UMR 5127, Lab Math, Campus Sci, F-73376 Le Bourget Du Lac, France
机构:
Shandong Univ, Sch Math & Stat, Weihai 264209, Shandong, Peoples R ChinaUniv Bretagne Occidentale, CNRS, UMR 6205, Math Lab, 6 Ave Victor Le Gorgue BP 809, F-29285 Brest, France
Li, Juan
;
Peng, Shige
论文数: 0引用数: 0
h-index: 0
机构:
Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R ChinaUniv Bretagne Occidentale, CNRS, UMR 6205, Math Lab, 6 Ave Victor Le Gorgue BP 809, F-29285 Brest, France
Peng, Shige
;
Rainer, Catherine
论文数: 0引用数: 0
h-index: 0
机构:
Univ Bretagne Occidentale, CNRS, UMR 6205, Math Lab, 6 Ave Victor Le Gorgue BP 809, F-29285 Brest, FranceUniv Bretagne Occidentale, CNRS, UMR 6205, Math Lab, 6 Ave Victor Le Gorgue BP 809, F-29285 Brest, France
机构:
Univ Savoie, CNRS, UMR 5127, Lab Math, Campus Sci, F-73376 Le Bourget Du Lac, FranceUniv Savoie, CNRS, UMR 5127, Lab Math, Campus Sci, F-73376 Le Bourget Du Lac, France
Briand, Philippe
;
Elie, Romuald
论文数: 0引用数: 0
h-index: 0
机构:
Univ Paris Est, CNRS, UMR 8050, LAMA, Champs Sur Marne, France
UMLV, INRIA, ENPC, Projet MathRisk, Champs Sur Marne, FranceUniv Savoie, CNRS, UMR 5127, Lab Math, Campus Sci, F-73376 Le Bourget Du Lac, France
Elie, Romuald
;
Hu, Ying
论文数: 0引用数: 0
h-index: 0
机构:
Univ Rennes 1, CNRS, UMR 6625, IRMAR, Campus Beaulieu, F-35042 Rennes, FranceUniv Savoie, CNRS, UMR 5127, Lab Math, Campus Sci, F-73376 Le Bourget Du Lac, France
机构:
Shandong Univ, Sch Math & Stat, Weihai 264209, Shandong, Peoples R ChinaUniv Bretagne Occidentale, CNRS, UMR 6205, Math Lab, 6 Ave Victor Le Gorgue BP 809, F-29285 Brest, France
Li, Juan
;
Peng, Shige
论文数: 0引用数: 0
h-index: 0
机构:
Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R ChinaUniv Bretagne Occidentale, CNRS, UMR 6205, Math Lab, 6 Ave Victor Le Gorgue BP 809, F-29285 Brest, France
Peng, Shige
;
Rainer, Catherine
论文数: 0引用数: 0
h-index: 0
机构:
Univ Bretagne Occidentale, CNRS, UMR 6205, Math Lab, 6 Ave Victor Le Gorgue BP 809, F-29285 Brest, FranceUniv Bretagne Occidentale, CNRS, UMR 6205, Math Lab, 6 Ave Victor Le Gorgue BP 809, F-29285 Brest, France