Image de couverture de livre

Mean-reflected $G$-BSDEs with multi-variate constraints

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Lin, Yiqing, Wang, Falei, Zhao, Hui
Format:	Preprint
Publié:	2024
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Mean-field reflected BSDEs driven by a marked point process
par: Lin, Yiqing, et autres
Publié: (2024)

Infinite horizon quadratic backward stochastic differential equations driven by $G$-Brownian motion
par: Lin, Yiqing, et autres
Publié: (2025)

Particle systems for mean reflected BSDEs with jumps
par: Lin, Yiqing, et autres
Publié: (2024)

Propagation of chaos for mean-field reflected BSDEs with jumps
par: Lin, Yiqing, et autres
Publié: (2024)

$G$-BSDEs with mean constraints in time-dependent intervals
par: Gu, Zihao, et autres
Publié: (2024)

Quadratic BSDEs with double constraints driven by G-Brownian motion
par: He, Wei, et autres
Publié: (2025)

Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections
par: Hanwu, Li, et autres
Publié: (2025)

Multi-dimensional reflected BSDEs driven by $G$-Brownian motion with diagonal generators
par: Li, Hanwu, et autres
Publié: (2021)

Propagation of chaos for doubly mean reflected BSDEs
par: Li, Hanwu, et autres
Publié: (2024)

A class of quadratic reflected BSDEs with singular coefficients
par: Zheng, Shiqiu, et autres
Publié: (2021)

G-BSDEs with time-varying monotonicity condition
par: Li, Renxing, et autres
Publié: (2026)

BSDEs driven by G-Brownian motion with time-varying uniformly continuous generators
par: Zhao, Bingru
Publié: (2024)

A note on convergence rate for reflected BSDEs with quadratic generators by penalization method
par: Jia, Guangyan, et autres
Publié: (2026)

Reflections on BSDEs
par: Possamaï, Dylan, et autres
Publié: (2023)

Matrix Riccati BSDEs with singular terminal condition and stochastic LQ control with linear terminal constraint
par: Ackermann, Julia, et autres
Publié: (2026)

Unbounded Dynamic Concave Utilities via BSDEs
par: Fan, Shengjun, et autres
Publié: (2024)

Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications
par: Wang, Wenbo, et autres
Publié: (2025)

On the existence and uniqueness of unbounded solutions to quadratic BSDEs with monotonic-convex generators
par: Wang, Yan, et autres
Publié: (2024)

General mean-field BSDEs with integrable terminal values
par: Jiang, Weimin, et autres
Publié: (2025)

A Bismut-Elworthy formula for BSDEs with degenerate noise
par: Addona, Davide, et autres
Publié: (2026)

Quadratic Mean-Field BSDEs and Exponential Utility Maximization
par: Ding, Yining, et autres
Publié: (2025)

Deep learning scheme for forward utilities using ergodic BSDEs
par: Broux-Quemerais, Guillaume, et autres
Publié: (2024)

Numerical approximation of Markovian BSDEs in infinite horizon and elliptic PDEs
par: Gobet, Emmanuel, et autres
Publié: (2026)

Uniqueness of adapted solutions to scalar BSDEs with Peano-type generators
par: Fan, Shengjun, et autres
Publié: (2025)

Sensitivity Analysis of Distributionally Robust BSDEs and RBSDEs
par: Compoint, Arthur, et autres
Publié: (2025)

Well-posedness of quadratic RBSDEs and BSDEs with one-sided growth restrictions
par: Zheng, Shiqiu
Publié: (2024)

Existence, uniqueness and comparison theorem on unbounded solutions of general time interval BSDEs with sub-quadratic generators
par: Gu, Chuang, et autres
Publié: (2024)

Time-Delayed Generalized BSDEs
par: Di Persio, Luca, et autres
Publié: (2020)

On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions: the certain exponential moment case
par: Wang, Yan, et autres
Publié: (2024)

Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs
par: Papapantoleon, Antonis, et autres
Publié: (2024)

Two-grid Penalty Approximation Scheme for Doubly Reflected BSDEs
par: Lee, Wonjae, et autres
Publié: (2026)

Well-posedness of McKean-Vlasov generalized multivalued BSDEs
par: Liu, Qi, et autres
Publié: (2025)

Law-invariant BSDEs and dynamic risk measures: new characterizations
par: Bensaid, Zakaria, et autres
Publié: (2026)

Well-posedness of reflected BSDEs with default time and irregular barrier: An application to optimal control
par: Elmansouri, Badr, et autres
Publié: (2026)

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution $(Y,Z)$
par: Li, Juan, et autres
Publié: (2024)

Solvability of BSDEs with possibly unbounded stochastic coefficients on a general weighted $L^p$ space
par: Zhang, Yaqi, et autres
Publié: (2026)

Time discretization of BSDEs with singular terminal condition using asymptotic expansion
par: Kruse, Thomas, et autres
Publié: (2026)

Exponential growth BSDE driven by a marked point process
par: Gu, Zihao, et autres
Publié: (2023)

Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
par: Li, Xinying, et autres
Publié: (2024)

Existence and uniqueness on $L^1$ solutions of multidimensional BSDEs with generators of stochastic one-sided Osgood type
par: Lai, Yuru, et autres
Publié: (2025)