2 citations · 2 across the 7 of their papers we have counts for
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Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations
Hanwu Li
In this paper, we establish a propagation of chaos result for mean-field mean reflected backward stochastic differential equations (BSDEs), where both the generator and constraint…
Doubly Reflected Backward SDEs Driven by -Brownian Motion with Quadratic Generator
Hanwu Li, Peng Luo, Mengbo Zhu
In this paper, we study the doubly reflected backward stochastic differential equations driven by -Brownian motion (-BSDEs for short) when the generator has quadratic growth…
Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints
Hanwu Li
In this paper, we study the reflected stochastic differential equations driven by G-Brownian motion (reflected G-SDEs) with two nonlinear constraints. With the help of the Skorokho…
Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections
Hanwu Li, Jin Shi
The present paper is devoted to the study of mean-field backward stochastic differential equations (MFBSDEs) with double mean reflections whose generators are not Lipschitz continu…
Mean Field Backward Stochastic Differential Equations with Double Mean Reflections
Hanwu Li, Jin Shi
In this paper, we analyze the mean field backward stochastic differential equations (MFBSDEs) with double mean reflections, whose generator and constraints both depend on the distr…
Mean Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Constraints
Wei He, Hanwu Li
In this paper, we study the backward stochastic differential equations driven by G-Brownian motion with double mean reflections, which means that the constraints are made on the la…
Propagation of chaos for doubly mean reflected BSDEs
Hanwu Li, Ning Ning
In this paper, we establish propagation of chaos (POC) for doubly mean reflected backward stochastic differential equations (MRBSDEs). MRBSDEs differentiate the typical RBSDEs in t…
Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles
Hanwu Li, Ning Ning
In this paper, we introduce a new method to study the doubly reflected backward stochastic differential equation driven by G-Brownian motion (G-BSDE). Our approach involves approxi…