4 papers
Multidimensional quadratic BSDEs with weak interactions and their applications in mean-field games of controls
Ulrich Horst, Emil Schmidek, Huilin Zhang
The well-posedness of multidimensional quadratic backward stochastic differential equations (qBSDEs) remains one of the central open problems in BSDE theory. Motivated by a mean-fi…
Backward stochastic differential equations with nonlinear Young drivers II
Jian Song, Huilin Zhang, Kuan Zhang
This paper continues our previous work (Part I, arXiv:2504.18632v3) on the well-posedness of backward stochastic differential equations (BSDEs) involving a nonlinear Young integral…
Backward stochastic differential equations with nonlinear Young drivers I
Jian Song, Huilin Zhang, Kuan Zhang
This paper (alongside its companion, Part II \cite{BSDEYoung-II}) investigates backward stochastic differential equations (BSDEs) involving a nonlinear Young integral of the form $…
Reflected backward stochastic differential equations with rough drivers
Hanwu Li, Huilin Zhang, Kuan Zhang
In this paper, we investigate reflected backward stochastic differential equations driven by rough paths (rough RBSDEs), which can be viewed as probabilistic representations of non…