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math.PR2024
-BSDEs with mean constraints in time-dependent intervals
Zihao Gu, Hui Zhao
In this paper, we study a collection of mean-reflected backward stochastic differential equations driven by -Brownian motions (-BSDEs), where -expectations are constrained…
math.PR2024
Exponential growth BSDE driven by a marked point process
Zihao Gu, Yiqing Lin, Kun Xu
In this study, we investigate the well-posedness of exponential growth backward stochastic differential equations (BSDEs) driven by a marked point process (MPP) under unbounded ter…