arXiv (math.PR)
2026-06-16 12:00
DOI:
arXiv:2510.11228
Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections
Authors:
Abstract
arXiv:2510.11228v2 Announce Type: replace
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.