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

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing math.PRShow all

2 papers · 1 filter

math.PR2026

Well-Posedness of Generalized Mean-Reflected McKean-Vlasov Backward Stochastic Differential Equations

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 co…

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 …