JOURNAL ARTICLE

General Mean Reflected Backward Stochastic Differential Equations

Ying HuRemi MoreauFalei Wang

Year: 2023 Journal:   Journal of Theoretical Probability Vol: 37 (1)Pages: 877-904   Publisher: Springer Science+Business Media
Keywords:
Mathematics Uniqueness Martingale (probability theory) Stochastic differential equation Bounded function Mathematical analysis Quadratic equation Applied mathematics Pure mathematics

Metrics

4
Cited By
1.69
FWCI (Field Weighted Citation Impact)
22
Refs
0.81
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

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

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