论文标题
平均景点反射向后的随机微分方程
Mean-Field Doubly Reflected Backward Stochastic Differential Equations
论文作者
论文摘要
我们研究平均景点双重反映的BSDE。首先，使用固定点方法，当定义BSDE的数据为$ p $ - $ p = 1 $或$ p> 1 $时，我们显示了解决方案的存在和独特性。这两个病例分别处理。接下来，通过惩罚，我们还显示了解决方案的存在。这两种方法不涵盖相同的假设。
We study mean-field doubly reflected BSDEs. First, using the fixed point method, we show existence and uniqueness of the solution when the data which define the BSDE are $p$-integrable with $p=1$ or $p>1$. The two cases are treated separately. Next by penalization we show also the existence of the solution. The two methods do not cover the same set of assumptions.
