5 citations · 7 across the 5 of their papers we have counts for
5 papers
Stochastic differential games with state constraints and Isaacs equations with nonlinear Neumann problems
Lishun Xiao, Dejian Tian
We investigate a two-player zero-sum stochastic differential game problem with the state process being constrained in a connected bounded closed domain, and the cost functional des…
A representation theorem for generators of BSDEs with general growth generators in and its applications
Lishun Xiao, Shengjun Fan
In this paper we first prove a general representation theorem for generators of backward stochastic differential equations (BSDEs for short) by utilizing a localization method invo…
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
Lishun Xiao, Shengjun Fan, Dejian Tian
The purpose of this note is to propose a new approach for the probabilistic interpretation of Hamilton-Jacobi-Bellman equations associated with stochastic recursive optimal control…
Multidimensional BSDEs with uniformly continuous generators and general time intervals
Shengjun Fan, Lishun Xiao, Yanbin Wang
This paper is devoted to solving a multidimensional backward stochastic differential equation with a general time interval, where the generator is uniformly continuous in n…
solutions of multidimensional BSDEs with monotone generators in general time intervals
Lishun Xiao, Shengjun Fan, Na Xu
In this paper, we are interested in solving general time interval multidimensional backward stochastic differential equations in . We first study the existence and…