Hui Zhao

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math.PR2024

$G$ -BSDEs with mean constraints in time-dependent intervals

Zihao Gu, Hui Zhao

In this paper, we study a collection of mean-reflected backward stochastic differential equations driven by $G$ -Brownian motions ( $G$ -BSDEs), where $G$ -expectations are constrained…

math.PR2024

Mean-reflected $G$ -BSDEs with multi-variate constraints

Yiqing Lin, Falei Wang, Hui Zhao

In this paper, we study the multi-dimensional reflected backward stochastic differential equation driven by $G$ -Brownian motion ( $G$ -BSDE) with a multi-variate constraint on the $G…

G-BSDEs with mean constraints in time-dependent intervals

Mean-reflected G-BSDEs with multi-variate constraints

$G$ -BSDEs with mean constraints in time-dependent intervals

Mean-reflected $G$ -BSDEs with multi-variate constraints