Multi-dimensional BSDEs with mean reflection
(2023)
Journal Article
Qu, B., & Wang, F. (2023). Multi-dimensional BSDEs with mean reflection. Electronic Journal of Probability, 28, 1-26. https://doi.org/10.1214/23-ejp991
In this paper, we consider multi-dimensional mean reflected backward stochastic differential equations (BSDEs) with possibly non-convex reflection domains along inward normal direction, which were introduced by Briand, Elie and Hu [6] in the scalar c... Read More about Multi-dimensional BSDEs with mean reflection.