| Abstract: |
| In this paper, we analyze mean-field reflected backward stochastic differential equations when the driver has quadratic growth in the second unknown z. Using a linearization technique and the BMO martingale theory, we first apply a fixed-point argument to establish the uniqueness and existence result for the case with bounded terminal condition and obstacle. Then, we develop a successive approximation procedure to remove the boundedness condition on the terminal condition and obstacle when the generator is concave (or convex) with respect to the second unknown. In a similar way, we also considermean reflected backward stochastic differential equations.Based on a joint work with Y. Hu and R. Moreau. |
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