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Mean reflected stochastic differential equations with two constraints
Adrian Falkowski, Leszek Slominski · 2020-05-25 · via math.PR updates on arXiv.org

We study the problem of the existence, uniqueness and stability of solutions of reflected stochastic differential equations (SDEs) with a minimality condition depending on the law of the solution (and not on the paths). We require that some functionals depending on the law of the solution lie between two given càdlàg constraints. Applications to investment models with constraints are given.

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