Mean reflected backward stochastic partial differential equations

Hongchao Qian

doi:10.1016/j.spl.2025.110580

ScienceGate Book Chapters

JOURNAL ARTICLE

Mean reflected backward stochastic partial differential equations

Hongchao Qian

Year: 2025 Journal: Statistics & Probability Letters Vol: 229 Pages: 110580-110580 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2025.110580

Get Full-Text PDF Get Analytical Report

Keywords:

Stochastic partial differential equation Stochastic differential equation Partial differential equation Stochastic process Probability theory Differential equation

Metrics

Cited By

0.00

FWCI (Field Weighted Citation Impact)

Refs

0.66

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Topics

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Probabilistic and Robust Engineering Design

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Risk and Portfolio Optimization

Social Sciences → Decision Sciences → Management Science and Operations Research

Mean reflected backward stochastic partial differential equations

Metrics

Topics

Related Documents

Mean-field reflected backward stochastic differential equations

General Mean Reflected Backward Stochastic Differential Equations

Mean-field reflected backward stochastic differential equations

Mean-field doubly reflected backward stochastic differential equations

Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations