Mean reflected stochastic differential equations with two constraints-Reference-Cited by-同舟云学术

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Mean reflected stochastic differential equations with two constraints

Published:2021-11 Issue: Volume:141 Page:172-196
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Falkowski Adrian^ORCID,Słomiński Leszek

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference26 articles.

1. Optimal deterministic investment strategies for insurers, risks, MDPI;Bäuerle;Open Access J.,2013

2. Convergence of Probability Measures;Billingsley,1968

3. BSDEs with mean reflection;Briand;Ann. Appl. Probab.,2018

4. Mean reflected stochastic differential equations with jumps;Briand;Adv. Appl. Probab.,2020

5. The Skorokhod problem in a time-dependent interval;Burdzy;Stochastic Process. Appl.,2009

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Backward doubly-stochastic differential equations with mean reflection;Probability, Uncertainty and Quantitative Risk;2023

2. Backward stochastic differential equations with mean reflection and two constraints;Bulletin des Sciences Mathématiques;2022-05

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