论文标题
一般平均反射BSDE
General Mean Reflected BSDEs
论文作者
论文摘要
本文致力于研究Briand等人表达的平均反射的向后随机微分方程。 [7]。我们调查了广义平均反映的BSDE的可溶性，该驱动程序也取决于解决方案$ y $的分布。使用定点参数，BMO Martingale理论和$θ$ -METHOD，我们在几种典型情况下建立了此类BSDE的存在和唯一性结果，包括驱动程序是具有有界或未绑定的终端条件的二次驾驶员的情况。
The present paper is devoted to the study of backward stochastic differential equations with mean reflection formulated by Briand et al. [7]. We investigate the solvability of a generalized mean reflected BSDE, whose driver also depends on the distribution of the solution term $Y$. Using a fixed-point argument, BMO martingale theory and the $θ$-method, we establish the existence and uniqueness result for such BSDEs in several typical situations, including the case where the driver is quadratic with bounded or unbounded terminal condition.
