Quadratic mean-field reflected BSDEs (Q2096186)

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Language	Label	Description	Also known as
English	Quadratic mean-field reflected BSDEs	scientific article

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scholarly article

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Quadratic mean-field reflected BSDEs (English)

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zbMATH Open document ID

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10.3934/puqr.2022012

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Probability, Uncertainty and Quantitative Risk

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publication date

16 November 2022

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full work available at URL

https://arxiv.org/abs/2201.10359

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

mean-field

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reflected BSDEs

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linearization technique

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\(\theta\)-method

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MaRDI profile type

MaRDI publication profile

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Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs

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Quadratic reflected BSDEs with unbounded obstacles

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Switching problems with controlled randomisation and associated obliquely reflected BSDEs

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BSDEs with weak terminal condition

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Forward and backward stochastic differential equations with normal constraints in law

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Particles systems and numerical schemes for mean reflected stochastic differential equations

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A simple constructive approach to quadratic BSDEs with or without delay

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BSDEs with mean reflection

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BSDE with quadratic growth and unbounded terminal value

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Quadratic BSDEs with convex generators and unbounded terminal conditions

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Mean-field backward stochastic differential equations and related partial differential equations

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Multidimensional quadratic and subquadratic BSDEs with special structure

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Backward stochastic differential equations with reflection and Dynkin games

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Reflected solutions of backward SDE's, and related obstacle problems for PDE's

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On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions

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On the Starting and Stopping Problem: Application in Reversible Investments

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L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

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Switching problem and related system of reflected backward SDEs

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A stability approach for solving multidimensional quadratic BSDEs

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Quadratic BSDEs with mean reflection

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Multi-dimensional BSDE with oblique reflection and optimal switching

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Multi-dimensional backward stochastic differential equations of diagonally quadratic generators

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Continuous exponential martingales and BMO

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs

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A type of globally solvable BSDEs with triangularly quadratic generators

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Adapted solution of a backward stochastic differential equation

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Solvability of backward stochastic differential equations with quadratic growth

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A class of globally solvable Markovian quadratic BSDE systems and applications

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Backward Stochastic Differential Equations

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Mathematics(1 entry)

mardi Publication:2096186

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