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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…