22 citations · 22 across the 2 of their papers we have counts for
3 papers
math.PR2017★ 22 cited
Particles Systems for Mean Reflected BSDEs
Philippe Briand, Hélène Hibon
In this paper, we deal with Reflected Backward Stochastic Differential Equations for which the constraint is not on the paths of the solution but on its law as introduced by Briand…
math.PR2017
Mean-field type Quadratic BSDEs
Hélène Hibon, Ying Hu, Shanjian Tang
In this paper, we give several new results on solvability of a quadratic BSDE whose generator depends also on the mean of both variables. First, we consider such a BSDE using John-…
math.PR2017
Quadratic BSDEs with mean reflection
Hélène Hibon, Ying Hu, Yiqing Lin +2
The present paper is devoted to the study of the well-posedness of BSDEs with mean reflection whenever the generator has quadratic growth in the argument. This work is the sequ…