Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections
Probability
2025-10-14 v1
Abstract
The present paper is devoted to the study of mean-field backward stochastic differential equations (MFBSDEs) with double mean reflections whose generators are not Lipschitz continuous. With the help of the Skorokhod problem and some a priori estimates for MFBSDEs, we establish the existence and uniqueness results for doubly mean reflected MFBSDEs.
Keywords
Cite
@article{arxiv.2510.11228,
title = {Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections},
author = {Li Hanwu and Shi Jin},
journal= {arXiv preprint arXiv:2510.11228},
year = {2025}
}