# BSDEs with mean reflection

@article{Briand2016BSDEsWM,
title={BSDEs with mean reflection},
author={P. Briand and R. Elie and Y. Hu},
journal={arXiv: Probability},
year={2016}
}
• Published 2016
• Mathematics, Economics
• arXiv: Probability
In this paper, we study a new type of BSDE, where the distribution of the Y-component of the solution is required to satisfy an additional constraint, written in terms of the expectation of a loss function. This constraint is imposed at any deterministic time t and is typically weaker than the classical pointwise one associated to reflected BSDEs. Focusing on solutions (Y, Z, K) with deterministic K, we obtain the well-posedness of such equation, in the presence of a natural Skorokhod type… Expand
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