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math.PR2025
Propagation of chaos for mean-field reflected BSDEs with jumps
Yiqing Lin, Kun Xu
In this paper, we study a class of mean-field reflected backward stochastic differential equations (MF-RBSDEs) driven by a marked point process and also analyze MF-RBSDEs driven by…
math.PR2024
Particle systems for mean reflected BSDEs with jumps
Yiqing Lin, Kun Xu
In this paper, we study the mean reflected backward stochastic differential equations with jump (BSDEJs). We extend the work of Briand and Hibon on the propagation of chaos for mea…
math.PR2024
Exponential growth BSDE driven by a marked point process
Zihao Gu, Yiqing Lin, Kun Xu
In this study, we investigate the well-posedness of exponential growth backward stochastic differential equations (BSDEs) driven by a marked point process (MPP) under unbounded ter…