Forward and backward stochastic differential equations with normal constraints in law-Reference-Cited by-同舟云学术

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Forward and backward stochastic differential equations with normal constraints in law

Published:2020-12 Issue:12 Volume:130 Page:7021-7097
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Briand Philippe,Cardaliaguet Pierre,Chaudru de Raynal Paul-Éric,Hu Ying

Funder

Agence Nationale de la Recherche

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference30 articles.

1. Gradient Flows in Metric Spaces and in the Space of Probability Measures;Ambrosio,2008

2. Integral Inequalities and Applications, Vol. 57;Bainov,2013

3. Quenched mass transport of particles towards a target;Bouchard,2017

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

5. Mean Reflected Stochastic Differential Equations with Jumps;Briand,2018

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1. Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations;Stochastics;2024-06-10

2. On Z-mean reflected BSDEs;Bernoulli;2024-05-01

3. Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients;Statistics & Probability Letters;2024-03

4. General Mean Reflected Backward Stochastic Differential Equations;Journal of Theoretical Probability;2023-09-25

5. The Convergence Problem in Mean Field Games with Neumann Boundary Conditions;SIAM Journal on Mathematical Analysis;2023-08-02

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