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math.PR2025
Uniqueness of adapted solutions to scalar BSDEs with Peano-type generators
Shengjun Fan, Ying Hu, Shanjian Tang
A Backward Stochastic Differential Equation (BSDE) with a Peano-type generator, is known to have infinitely many solutions when the terminal value is vanishing, and is shown to hav…
math.PR2024
Multi-dimensional non-Markovian backward stochastic differential equations of interactively quadratic generators
Shengjun Fan, Ying Hu, Shanjian Tang
This paper is devoted to a general solvability of multi-dimensional non-Markovian backward stochastic differential equations (BSDEs) with interactively quadratic generators. Some g…
math.PR2017
Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise
Ying Hu, Shanjian Tang
We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution…