Speaker: 王法磊，山东大学

Title: Multi-dimensional BSDEs with mean reflection

Language: Chinese

Time & Venue: 2026.10.23 15:00-16:00 南楼N613

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.