Reflected anticipated backward stochastic differential equations with nonlinear resistance

Reflected solutions of Anticipated Backward Doubly SDEs driven by Teugels Martingales

We deal with reflected solutions of anticipated backward doubly stochastic differential equations (RABDSDEs) driven by Teugels martingales associated with Lévy process under a Lipschitz generator where the coefficients of these BDSDEs depend on the future and present value of the solution $\left( Y,Z\right) $. Also we study the existence of a solution for anticipated BDSDEs.

Reflected Stochastic Differential Equations Driven By G-Brownian motion With Nonlinear Resistance

In this paper, we study the uniqueness and existence of solutions of RGSDEs with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover we obtain the comparison theorem for RGSDEs with nonlinear resistance.

Skorohod Equation and Reflected Backward Stochastic Differential Equations

By using the Skorohod equation we derive an iteration procedure which allows us to solve a class of reflected backward stochastic differential equations with non-linear resistance induced by the reflected local time. In particular, we present a new method to study the reflected BSDE proposed first by El Karoui et al. \cite{MR1434123}.

Skorohod equation and BSDE's with two reflecting barriers

We solve a class of doubly reflected backward stochastic differential equation whose generator depends on the resistance due to reflections, which extend the recent work of Qian and Xu on reflected BSDE with one barrier. We then obtain the existence and uniqueness and the continuous dependence theorem for this reflected BSDE.

具有非线性阻力和双均值反射的均场反向随机微分方程

Mean-Field Backward Stochastic Differential Equations with Nonlinear Resistance and Double Mean Reflections

本文研究了具有双均值反射和非线性阻力的均场反向随机微分方程，通过期望解的约束和补偿项建立存在性和唯一性，探讨了Lipschitz生成元和二次生成元的两种情况，以及补偿项绝对连续时的well-posedness。