Quadratic BSDEs with mean reflection (Q2001551)

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Quadratic BSDEs with mean reflection
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    title
    Quadratic BSDEs with mean reflection (English)
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    DOI
    10.3934/mcrf.2018031
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    author
    Hélène Hibon
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    Ying Hu
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    Peng Luo
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    Falei Wang
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    Yi-Qing Lin
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    publication date
    3 July 2019
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    zbMATH DE Number
    7076364
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    zbMATH Keywords
    BSDEs
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    mean reflection
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    quadratic generators
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    BMO martingales
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    OpenAlex ID
    W2618728568
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    arXiv ID
    1705.09852
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