Conditional expectation BSDEs generalize classical and mean-field BSDEs with well-posedness under mild conditions, and conditional reflected BSDEs are constructed via penalization limits without left-continuity assumptions.
(2014) Reflected mean-field backward stochastic differential equations: approximation and associated nonlinear PDEs
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Conditional Expectation Backward Stochastic Differential Equations and Related Backward Stochastic Differential Equations with Conditional Reflection
Conditional expectation BSDEs generalize classical and mean-field BSDEs with well-posedness under mild conditions, and conditional reflected BSDEs are constructed via penalization limits without left-continuity assumptions.