2 papers
math.PR2019
Maximum principle for stochastic recursive optimal control problem under model uncertainty
Mingshang Hu, Falei Wang
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of bac…
math.PR2018
BSDEs driven by -Brownian motion with uniformly continuous generators
Falei Wang, Guoqiang Zheng
The present paper is devoted to investigating the existence and uniqueness of solutions to a class of non-Lipschitz scalar valued backward stochastic differential equations driven…