Quadratic mean-field reflected BSDEs

DOI10.3934/puqr.2022012zbMath1502.60094arXiv2201.10359OpenAlexW4307796521MaRDI QIDQ2096186

Ying Hu, Falei Wang, Remi Moreau

Publication date: 16 November 2022

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.10359

zbMATH Keywords

\(\theta\)-methodmean-fieldlinearization techniquereflected BSDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (3)

Multi-dimensional BSDEs with mean reflection ⋮ Mean-field doubly reflected backward stochastic differential equations ⋮ General mean reflected backward stochastic differential equations

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