Quadratic mean-field reflected BSDEs
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Publication:2096186
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
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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