General mean-field reflected backward stochastic differential equations with locally monotone coefficients

Zongkui Fu and Dandan Fei

Statistics & Probability Letters, 2025, vol. 216, issue C

Abstract: In this paper, we study general mean-field reflected backward stochastic differential equations with locally monotone coefficients. With the help of choosing the suitable approximation sequence, we obtain the existence and uniqueness of solution to general mean-field reflected backward stochastic differential equations.

Keywords: Reflected backward stochastic differential equations; Locally monotone coefficient; Mean-field (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110273

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