Quadratic BSDEs with mean reflection
Quadratic BSDEs with mean reflection is a scholarly work, published in 2018 in ''Mathematical Control and Related Fields''. The main subjects of the publication include glossary of graph theory terms, image stitching, reflective programming, contraction mapping, mathematical analysis, generator, Monetary-disequilibrium theory, fluid dynamics, mathematical optimization, Quadratic growth, argument, contraction, applied mathematics, mathematics, bounded function, and quadratic equation. The work is the sequel of Briand et al. BSDEs with mean reflection,\narXiv:1605.06301 in which a notion of BSDEs with mean reflection is developed\nto tackle the super-hedging problem under running risk management constraints.\nBy the contraction mapping argument, authors first prove that the quadratic BSDE\nwith mean reflection admits a unique deterministic flat local solution on a\nsmall time interval whenever the terminal value is bounded.