Mean-field reflected BSDEs driven by a marked point process

Yiqing Lin; Kun Xu

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arXiv · 2401.07723

Mean-field reflected BSDEs driven by a marked point process

Yiqing Lin·Kun Xu

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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.

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Yiqing Lin, Kun Xu. 2024-01-15. Mean-field reflected BSDEs driven by a marked point process. https://arxiv.org/abs/2401.07723

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