General Mean Reflected Backward Stochastic Differential Equations-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

General Mean Reflected Backward Stochastic Differential Equations

Published:2023-09-25 Issue: Volume: Page:
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Hu Ying,Moreau Remi,Wang Falei

Funder

Lebesgue Center of Mathematics ``Investissements d'avenir" program

Natural Science Foundation of Shandong Province for Excellent Youth Scholars

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s10959-023-01288-z.pdf

Reference22 articles.

1. Briand, P., Delyon, B., Hu, Y., Pardoux, E., Stoica, L.: $$L^p$$-solutions of backward stochastic differential equations. Stoch. Process. Appl. 108(1), 109–129 (2003)

2. Barrieu, P., El Karoui, N.: Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs. Ann. Probab. 41(3B), 1831–1863 (2013)

3. Bouchard, B., Elie, R., Réveillac, A.: BSDEs with weak terminal condition. Ann. Probab. 43(2), 572–604 (2015)

4. Briand, P., Cardaliaguet, P., Chaudru de Raynal, P.É., Hu, Y.: Forward and backward stochastic differential equations with normal constraints in law. Stoch. Process. Appl. 130(12), 7021–7097 (2020)

5. Briand, P., Chaudru de Raynal, P.É., Guillin, A., Labart, C.: Particles systems and numerical schemes for mean reflected stochastic differential equations. Ann. Appl. Probab. 30(4), 1884–1909 (2020)

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP