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math.PR2026
Mean-Field Backward Stochastic Differential Equations with Nonlinear Resistance and Double Mean Reflections
Hanwu Li, Jin Shi
In this paper, we investigate mean-field backward stochastic differential equation (MFBSDE) with double mean reflections and nonlinear resistance. Specifically, the constraints are…
math.PR2025
Mean Field Backward Stochastic Differential Equations with Double Mean Reflections
Hanwu Li, Jin Shi
In this paper, we analyze the mean field backward stochastic differential equations (MFBSDEs) with double mean reflections, whose generator and constraints both depend on the distr…