Multi-dimensional BSDEs with mean reflection
نویسندگان
چکیده
In this paper, we consider multi-dimensional mean reflected backward stochastic differential equations (BSDEs) with possibly non-convex reflection domains along inward normal direction, which were introduced by Briand, Elie and Hu [6] in the scalar case. We first apply a fixed-point argument to establish uniqueness existence result under an additional bounded condition on driver. Then, help of priori estimates, develop successive approximation procedure remove for general
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2023
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/23-ejp991