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

Year: 2024

Type: article

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.

Source: Statistics & Probability Letters

DOI: 10.1016/j.spl.2024.110273

Authors: Zongkui Fu, Dandan Fei

Institutions: Central South University, Xinyang University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: hybrid

Estimated APC paid: $3,010

OpenAlex ID: W4402639536

FWCI: 1.072

Cites: 25

Cited by: 3

Related to: 10