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.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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.