General Mean Reflected Backward Stochastic Differential Equations

Ying Hu; Remi Moreau; Falei Wang

doi:10.1007/s10959-023-01288-z

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General Mean Reflected Backward Stochastic Differential Equations

Ying Hu Remi Moreau Falei Wang

Year: 2023 Journal: Journal of Theoretical Probability Vol: 37 (1)Pages: 877-904 Publisher: Springer Science+Business Media

DOI: 10.1007/s10959-023-01288-z

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Keywords:

Mathematics Uniqueness Martingale (probability theory) Stochastic differential equation Bounded function Mathematical analysis Quadratic equation Applied mathematics Pure mathematics

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Differential Equations and Numerical Methods

Physical Sciences → Mathematics → Numerical Analysis

Insurance, Mortality, Demography, Risk Management

Social Sciences → Social Sciences → Demography

General Mean Reflected Backward Stochastic Differential Equations

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