Backward stochastic differential equations with mean reflection and two constraints
Author:
Publisher
Elsevier BV
Subject
General Mathematics
Reference31 articles.
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1. Backward stochastic differential equations with double mean reflections;Stochastic Processes and their Applications;2024-07
2. Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients;Statistics & Probability Letters;2023-02
3. Backward doubly-stochastic differential equations with mean reflection;Probability, Uncertainty and Quantitative Risk;2023
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