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20202026
most citedDoubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles

2 citations · 2 across the 7 of their papers we have counts for

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math.PR2024

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…

math.PR2024

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…