3 papers
math.PR2022
General Mean Reflected BSDEs
Ying Hu, Remi Moreau, Falei Wang
The present paper is devoted to the study of backward stochastic differential equations with mean reflection formulated by Briand et al. [7]. We investigate the solvability of a ge…
math.PR2022
Conditional Backward Propagation of Chaos
Remi Moreau
In this paper, we first investigate the well-posedness of a backward stochastic differential equation where the driver depends on the law of the solution conditioned to a common no…
math.PR2022
Quadratic Mean-Field Reflected BSDEs
Ying Hu, Remi Moreau, Falei Wang
In this paper, we analyze mean-field reflected backward stochastic differential equations when the driver has quadratic growth in the second unknown . Using linearization techni…