most citedMulti-dimensional reflected McKean-Vlasov BSDEs with the obstacle depending on both the first unknown and its distribution

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math.PR2026

Generalized Mean-Reflected McKean--Vlasov BSDEs: Well-Posedness and a Markovian PDE Representation

Ruisen Qian

This paper investigates a class of generalized mean-reflected McKean--Vlasov type backward stochastic differential equations (BSDEs). Our new framework combines a mean reflection c…

math.PR2023★ 1 cited

Multi-dimensional reflected McKean-Vlasov BSDEs with the obstacle depending on both the first unknown and its distribution

Ruisen Qian

The paper studies a multi-dimensional mean-field reflected backward stochastic differential equation (MF-RBSDE) with a reflection constraint depending on both the value process …