Mean-field reflected BSDEs with non-Lipschitz coefficients

被引:0
作者
Cui, Fengfeng [1 ,2 ]
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
基金
中国国家自然科学基金;
关键词
Mean-field; Reflected BSDEs; Non-Lipschitz coefficients; Snell envelope; STOCHASTIC DIFFERENTIAL-EQUATIONS; BACKWARD SDES;
D O I
10.1016/j.jmaa.2025.129256
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
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页数:20
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