Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections

Hanwu Li; Jin Shi

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arXiv · 2510.11228

Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections

Hanwu Li·Jin Shi

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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.

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Hanwu Li, Jin Shi. 2025-10-13. Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections. https://arxiv.org/abs/2510.11228

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