Multi-dimensional BSDEs with mean reflection

Speaker: 王法磊 教授, 山东大学

Title: Multi-dimensional BSDEs with mean reflection 

Inviter: 随机分析中心

Language: Chinese

Time & Venue: 2026 年 10 月 23 日（周五）15:00–16:00 南楼613 

Abstract: The present talk investigates multi-dimensional mean reflected BSDEs in a possibly non-convex reflection domain, with a generator that depends on the marginal probability distributions of the solution. Our main idea is to formulate the mean reflected BSDE as a coupled system of a standard BSDE and a deterministic Skorokhod problem. Then, by utilizing Lp-estimates for BSDEs and Skorokhod problems, we explore the solvability of Lp -solutions ( p > 1) through a fixed-point argument and an approximation approach under both inward normal and oblique reflection scenarios. This is based on joint work with Yue Niu and Baoyou Qu.