Falei Wang

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math.PR2025

Infinite horizon quadratic backward stochastic differential equations driven by $G$ -Brownian motion

Yiqing Lin, Yifan Sun, Falei Wang

The aim is to prove the well-posedness of infinite horizon backward stochastic differential equations driven by $G$ -Brownian motion ( $G$ -BSDEs) with quadratic generators. To this e…

math.PR2024

Mean-reflected $G$ -BSDEs with multi-variate constraints

Yiqing Lin, Falei Wang, Hui Zhao

In this paper, we study the multi-dimensional reflected backward stochastic differential equation driven by $G$ -Brownian motion ( $G$ -BSDE) with a multi-variate constraint on the $G…

Infinite horizon quadratic backward stochastic differential equations driven by G-Brownian motion

Mean-reflected G-BSDEs with multi-variate constraints

Infinite horizon quadratic backward stochastic differential equations driven by $G$ -Brownian motion

Mean-reflected $G$ -BSDEs with multi-variate constraints