<p style='text-indent:20px;'>We study mean-field doubly reflected BSDEs. First, using the fixed point method, we show existence and uniqueness of solution when data which define BSDE are <inline-formula><tex-math id="M1">\begin{document}$ p $\end{document}</tex-math></inline-formula>-integrable with id="M2">\begin{document}$ = 1 $\end{document}</tex-math>&...

In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated random measure in nonlinear expectation. From comparison theorem, introduce concept g-expectation give related properties g-expectation. addition, find that can be deduced from generator g. Finally, extend Doob–Meyer decomposition theorem to more general c...