{ "id": "1911.13165", "version": "v1", "published": "2019-11-19T23:28:23.000Z", "updated": "2019-11-19T23:28:23.000Z", "title": "Mean-field backward stochastic differential equations with mean reflection and nonlinear resistance", "authors": [ "Peng Luo" ], "comment": "arXiv admin note: substantial text overlap with arXiv:1705.09852", "categories": [ "math.PR" ], "abstract": "The present paper is devoted to the study of the well-posedness of mean-field BSDEs with mean reflection and nonlinear resistance. By the contraction mapping argument, we first prove that the mean-field BSDE with mean reflection and nonlinear resistance admits a unique deterministic flat local solution on a small time interval. Moreover, we build the global solution on the whole time interval by stitching local solutions when there is no resistance in the generator.", "revisions": [ { "version": "v1", "updated": "2019-11-19T23:28:23.000Z" } ], "analyses": { "keywords": [ "mean-field backward stochastic differential equations", "mean reflection", "nonlinear resistance", "deterministic flat local solution" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }