Quadratic mean-field reflected BSDEs

نویسندگان

چکیده

<p style='text-indent:20px;'>In this paper, we analyze mean-field reflected backward stochastic differential equations when the driver has quadratic growth in second unknown <inline-formula><tex-math id="M1">\begin{document}$ z $\end{document}</tex-math></inline-formula>. Using a linearization technique and BMO martingale theory, first apply fixed-point argument to establish uniqueness existence result for case with bounded terminal condition obstacle. Then, help of id="M2">\begin{document}$ \theta $\end{document}</tex-math></inline-formula> -method, develop successive approximation procedure remove boundedness on obstacle generator is concave (or convex) respect id="M3">\begin{document}$ $\end{document}</tex-math></inline-formula>.</p>

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ژورنال

عنوان ژورنال: Probability, Uncertainty and Quantitative Risk

سال: 2022

ISSN: ['2367-0126', '2095-9672']

DOI: https://doi.org/10.3934/puqr.2022012