General Coupled Mean-Field Reflected Forward-Backward Stochastic Differential Equations

Junsong Li; Chao Mi; Chuanzhi Xing; Dehao Zhao

doi:10.1007/s10473-023-0518-4

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General Coupled Mean-Field Reflected Forward-Backward Stochastic Differential Equations

Junsong Li Chao Mi Chuanzhi Xing Dehao Zhao

Year: 2023 Journal: Acta Mathematica Scientia Vol: 43 (5)Pages: 2234-2262 Publisher: Elsevier BV

DOI: 10.1007/s10473-023-0518-4

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Keywords:

Stochastic differential equation Mathematics Uniqueness Lipschitz continuity Mean field theory Mathematical analysis Field (mathematics) Applied mathematics Differential equation Stochastic partial differential equation Comparison theorem Pure mathematics Physics

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Insurance, Mortality, Demography, Risk Management

Social Sciences → Social Sciences → Demography

General Coupled Mean-Field Reflected Forward-Backward Stochastic Differential Equations

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