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20182024
most citedFokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion

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math.OC2018

Reflected Advanced Backward Stochastic Differential Equations with Default

N. Agram, S. Labed, B. Mansouri +1

We are interested on reflected advanced backward stochastic differential equations (RABSDE) with default. By the predictable representation property and for a Lipschitz driver, we…