General mean reflected backward stochastic differential equations

DOI10.1007/S10959-023-01288-ZMaRDI QIDQ6204808

Falei Wang, Ying Hu, Remi Moreau

Publication date: 2 April 2024

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

zbMATH Keywords

\(\theta\)-methodfixed-point methodmean reflection

Mathematics Subject Classification ID

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

Cites Work

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• Particles systems and numerical schemes for mean reflected stochastic differential equations
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• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result
• Mean-field reflected backward stochastic differential equations
• Mean-field type quadratic BSDEs
• Mean-field doubly reflected backward stochastic differential equations

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