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Paper detail

Mean-Field Doubly Reflected Backward Stochastic Differential Equations

We study mean-field doubly reflected BSDEs. First, using the fixed point method, we show existence and uniqueness of the solution when the data which define the BSDE are $p$-integrable with $p=1$ or $p>1$. The two cases are treated separately. Next by penalization we show also the existence of the solution. The two methods do not cover the same set of assumptions.

preprint2022arXivOpen access
Yinggu ChenSaid HamadeneTingshu Mu
math.PR
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Yinggu ChenSaid HamadeneTingshu Mu

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