In this paper, we establish propagation of chaos (POC) for doubly mean reflected backward
stochastic differential equations (MRBSDEs). MRBSDEs differentiate the typical RBSDEs in …

In this paper, we study the reflected solutions of one-dimensional backward stochastic
differential equations driven by G-Brownian motion. The reflection keeps the solution above a …

In this paper, we study the backward stochastic differential equation (BSDE) with two nonlinear
mean reflections, which means that the constraints are imposed on the distribution of the …

In this paper, we study the optimal stopping problem under the filtration consistent nonlinear
expectations, where the reward is given by a set of nonnegative random variables. Under …

We explore intertemporal preferences that are recursive and account for local intertemporal
substitution. First, we establish a rigorous foundation for these preferences and analyze their …

In this paper, we study the reflected backward stochastic differential equation driven by G -Brownian
motion (reflected G -BSDE for short) with an upper obstacle. The existence is proved …

In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian
motion with two reflecting obstacles, which means that the solution lies between …

The objective of this paper is to establish the decomposition theorem for supermartingales
under the $G$-framework. We first introduce a $g$-nonlinear expectation via a kind of $G$-…

In this paper, we study reflected backward stochastic differential equations driven by rough
paths (rough RBSDEs), which can be understood as a probabilistic representation of …

In this paper, we study the mean reflected stochastic differential equations driven by G-
Brownian motion, where the constraint depends on the distribution of the solution rather than on …