Quadratic BSDEs with mean reflection
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Publication:2001551
DOI10.3934/mcrf.2018031zbMath1419.60043arXiv1705.09852OpenAlexW2618728568WikidataQ129106062 ScholiaQ129106062MaRDI QIDQ2001551
Falei Wang, Ying Hu, Hélène Hibon, Peng Luo, Yi-Qing Lin
Publication date: 3 July 2019
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.09852
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (9)
Quadratic BSDEs with mean reflection driven by G-brownian motion ⋮ Multi-dimensional BSDEs with mean reflection ⋮ Backward doubly-stochastic differential equations with mean reflection ⋮ General mean reflected backward stochastic differential equations ⋮ Forward and backward stochastic differential equations with normal constraints in law ⋮ Transportation cost inequality for backward stochastic differential equations with mean reflection ⋮ Solvability of a class of mean-field BSDEs with quadratic growth ⋮ Quadratic mean-field reflected BSDEs ⋮ Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients
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