Proves O(1/sqrt(penalty)) convergence rate between reflected quadratic-generator BSDEs and penalized BSDEs via BMO martingales, with application to Euler polygonal approximation for sub-quadratic generators.
Adapted solution of a backward stochastic differential equation
2 Pith papers cite this work. Polarity classification is still indexing.
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math.PR 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
The paper establishes existence and uniqueness for generalized mean-reflected McKean-Vlasov BSDEs via stability estimates for uniqueness and a penalization-plus-smooth-approximation argument for existence.
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A note on convergence rate for reflected BSDEs with quadratic generators by penalization method
Proves O(1/sqrt(penalty)) convergence rate between reflected quadratic-generator BSDEs and penalized BSDEs via BMO martingales, with application to Euler polygonal approximation for sub-quadratic generators.
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Well-Posedness of Generalized Mean-Reflected McKean-Vlasov Backward Stochastic Differential Equations
The paper establishes existence and uniqueness for generalized mean-reflected McKean-Vlasov BSDEs via stability estimates for uniqueness and a penalization-plus-smooth-approximation argument for existence.