Quadratic BSDEs with mean reflection-Reference-Cited by-同舟云学术

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Quadratic BSDEs with mean reflection

Published:2018 Issue:3 Volume:8 Page:721-738
ISSN:2156-8499
Container-title:Mathematical Control & Related Fields
language:en
Short-container-title:

Author:

Hibon Hélène, ,Hu Ying,Lin Yiqing,Luo Peng,Wang Falei, , , , ,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Medicine,Applied Mathematics,Control and Optimization

Link

https://aimsciences.org/download/files/2156-8472_2018_3-4_721.pdf

Cited by 13 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 Stochastic Differential Equations with Conditional Reflection and Related Recursive Optimal Control Problems;SIAM Journal on Control and Optimization;2024-09-10

2. Mean-field backward stochastic differential equations with mean reflection and nonlinear resistance;Stochastics;2024-08-12

3. Backward stochastic differential equations with double mean reflections;Stochastic Processes and their Applications;2024-07

4. Mean Reflected BSDE Driven by a Marked Point Process and Application in Insurance Risk Management;ESAIM: Control, Optimisation and Calculus of Variations;2024

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

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