Mean-field doubly reflected forward-backward SDEs with optional barriers admit unique solutions on small time horizons for Lp data, and globally for p=2 under a monotonicity condition.
Mean-field backward stochastic differential equations: a limit approach.Ann
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Mean-Field Doubly Reflected Forward-Backward SDEs with Optional Barriers and $L^p$-Data
Mean-field doubly reflected forward-backward SDEs with optional barriers admit unique solutions on small time horizons for Lp data, and globally for p=2 under a monotonicity condition.