Well-posedness of McKean-Vlasov generalized multivalued BSDEs

Abstract

This paper investigates McKean-Vlasov backward stochastic variational inequalities (BSVIs) whose generator depends on the joint law of the solution. We first establish the existence and uniqueness of the solution under globally Lipschitz and linear growth conditions. The analysis is then extended to the more general case of locally Lipschitz and non-linear growth conditions.