Yinggu Chen, Said Hamadene, Tingshu Mu
Published 2020-07-09Version 1
We study mean-field doubly reflected BSDEs. 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.
Some Properties of Reflected Backward Stochastic Differential Equations for a Finite State Markov Chain Model
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers
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