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most citedMean Field Exponential Utility Game: A Probabilistic Approach

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math.AP2016

Maximum Principle for Quasi-linear Reflected Backward SPDEs

Guanxing Fu, Ulrich Horst, Jinniao Qiu

This paper establishes a maximum principle for quasi-linear reflected backward stochastic partial differential equations (RBSPDEs for short). We prove the existence and uniqueness…