Abstract
In this paper, we derive the existence and uniqueness of the solution for a new class of mean-field backward stochastic differential equations, which involves the integral with respect to a continuous increasing process. In addition, we study the generalized mean-field backward stochastic differential equations in a Markovian framework, that is, it is associated with a reflected McKean-Vlasov stochastic differential equation. This allows us to give a probabilistic formula for viscosity solution of a nonlocal partial differential equation with a nonlinear Neumann boundary condition.
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