Backward doubly-stochastic differential equations with mean reflection

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

Cites Work

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BSDEs with monotone generator and two irregular reflecting barriers
Reflected BSDEs with monotone generator
Reflected BSDE with a constraint and its applications in an incomplete market
Backward stochastic differential equations with reflection and Dynkin games
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BSDEs with mean reflection
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Backward stochastic differential equations with two barriers and generalized reflection
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Mean reflected stochastic differential equations with two constraints
Transportation cost inequality for backward stochastic differential equations with mean reflection
Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
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Weak solutions for SPDE's and backward doubly stochastic differential equations
Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations

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