Add to ORKGWe study mean-field doubly reflected BSDEs. First, using the fixed point method, we show existence and uniqueness of the solution when the data which define the BSDE are $p$-integrable with $p=1$ or $p>1$. The two cases are treated separately. Next by penalization we show also the existence of the solution. The two methods do not cover the same set of assumptions.Comment: 22 page
The purpose of this note is to provide an existence result for the solution of fully coupled Forward...
We consider reflected backward stochastic differential equations, with two barriers, defined on pro...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...
The present paper is devoted to the study of backward stochastic differential equations with mean re...
We prove the existence of maximal (and minimal) solution for one-dimensional generalized doubly refl...
AbstractWe prove existence and uniqueness of Lp solutions, p∈[1,2], of reflected backward stochastic...
Li H, Peng S, Soumana Hima A. Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion. C...
This thesis is related to Doubly Reflected Backward Stochastic Differential Equations (DRBSDEs) with...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
In this paper, we obtain the existence and uniqueness theorem of $L^{p}$-solution for coupled forwar...
improved results and updated the referencesInternational audienceIn this paper, we analyze mean-fiel...
AbstractThis paper is concerned with a class of reflected backward stochastic differential equations...
This article is concerned with stochastic control problems for backward doubly stochastic differenti...
The purpose of this note is to provide an existence result for the solution of fully coupled Forward...
We consider reflected backward stochastic differential equations, with two barriers, defined on pro...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...
The present paper is devoted to the study of backward stochastic differential equations with mean re...
We prove the existence of maximal (and minimal) solution for one-dimensional generalized doubly refl...
AbstractWe prove existence and uniqueness of Lp solutions, p∈[1,2], of reflected backward stochastic...
Li H, Peng S, Soumana Hima A. Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion. C...
This thesis is related to Doubly Reflected Backward Stochastic Differential Equations (DRBSDEs) with...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
In this paper, we obtain the existence and uniqueness theorem of $L^{p}$-solution for coupled forwar...
improved results and updated the referencesInternational audienceIn this paper, we analyze mean-fiel...
AbstractThis paper is concerned with a class of reflected backward stochastic differential equations...
This article is concerned with stochastic control problems for backward doubly stochastic differenti...
The purpose of this note is to provide an existence result for the solution of fully coupled Forward...
We consider reflected backward stochastic differential equations, with two barriers, defined on pro...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...