Li, Zhi; Luo, Jiaowan - In: Statistics & Probability Letters 82 (2012) 11, pp. 1961-1968
In this paper, mean-field reflected backward stochastic differential equations (MF-RBSDEs, for short) are introduced and studied. We prove the existence and uniqueness of solutions for MF-RBSDEs under the Lipschitz condition by a fixed point argument. Under monotone assumptions for coefficients,...