Multi-dimensional BSDEs with mean reflection

DOI10.1214/23-ejp991OpenAlexW4385671158MaRDI QIDQ6137382

Baoyou Qu, Falei Wang

Publication date: 1 September 2023

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Multi-dimensional-BSDEs-with-mean-reflection/10.1214/23-EJP991.full

zbMATH Keywords

a priori estimatesnon-convex domaininward normal directionmean reflected BSDE

Mathematics Subject Classification ID

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

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