4 citations · 10 across the 4 of their papers we have counts for
4 papers
The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient
Guangyan Jia, Zhiyong Yu
In this paper, we will prove that, if the coefficient of a BSDE is assumed to be continuous and linear growth in , then the uniqueness of solution and continuou…
A uniqueness theorem for solution of BSDEs
Guangyan Jia
In this note, we prove that if is uniformly continuous in , uniformly with respect to $(\oo,t)$ and independent of , the solution to the backward stochastic differential…
Jensen's Inequality for g-Convex Function under g-Expectation
Guangyan Jia, Shige Peng
A real valued function defined on} {\small is called}{\small --convex if it satisfies the following \textquotedblleft generalized Jensen's inequality\textquotedblrig…
Construction and Uniqueness for reflected BSDE under linear increasing condition
G. Jia, Mingyu Xu
In this paper, we study the uniqueness of the solution of reflected BSDE with one or two barriers, under continuous and linear increasing condition of generator . Before that we…