Mean-field reflected BSDEs driven by a marked point process

Yiqing Lin; Kun Xu

Mean-field reflected BSDEs driven by a marked point process

Probability 2024-01-17 v1

Authors: Yiqing Lin , Kun Xu

Abstract

In this paper, we study a class of mean-field reflected backward stochastic differential equations (MFRBSDEs) driven by a marked point process. Based on a g-expectation representation lemma, we give the existence and uniqueness of MFRBSDEs driven by a marked point process under Lipschitz generator conditions. Besides, the well-posedness of this kind of BSDEs with exponential growth generator and unbounded terminal is also provided by $\theta$ -method.

Keywords

reflected backward stochastic differential equations backward stochastic differential equations

Cite

@article{arxiv.2401.07723,
  title  = {Mean-field reflected BSDEs driven by a marked point process},
  author = {Yiqing Lin and Kun Xu},
  journal= {arXiv preprint arXiv:2401.07723},
  year   = {2024}
}

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