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math.PR2026
Conditional Reflected Backward Stochastic Differential Equations
Hanwu Li
In this paper, we introduce a new type of reflected backward stochastic differential equations (reflected BSDEs), referred to as conditional reflected BSDEs, in which the condition…
math.PR2026
Conditional Reflected Backward Stochastic Differential Equations with Two Barriers
Hanwu Li
In this paper, we study the doubly conditional reflected backward stochastic differential equations (BSDEs), where constraints are made on the conditional expectation of the first…