most citedBackward Stochastic Differential Equations with Double Mean Reflections

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math.PR2023★ 1 cited

Backward Stochastic Differential Equations with Double Mean Reflections

Hanwu Li

In this paper, we study the backward stochastic differential equation (BSDE) with two nonlinear mean reflections, which means that the constraints are imposed on the distribution o…

math.PR2014

Invariant and ergodic measures for G-diffusion processes

Mingshang Hu, Hanwu Li, Falei Wang +1

In this paper we study the problems of invariant and ergodic measures under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motio…