1 citations · 1 across the 2 of their papers we have counts for
4 papers
Existence and uniqueness on solutions of multidimensional BSDEs with generators of stochastic one-sided Osgood type
Yuru Lai, Xinying Li, Shengjun Fan
By imposing an additional integrability condition on the first component of the solution, this paper establishes an existence and uniqueness result for solutions of multidime…
Weighted solutions of random time horizon BSDEs with stochastic monotonicity generators
Xinying Li, Shengjun Fan
In this paper, we are concerned with a multidimensional backward stochastic differential equation (BSDE) with a general random terminal time , which may take values in $[0,+\inf…
Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
Xinying Li, Yaqi Zhang, Shengjun Fan
This study focuses on a multidimensional backward stochastic differential equation (BSDE) with a general random terminal time taking values in . The generator …
On the existence and uniqueness of unbounded solutions to quadratic BSDEs with monotonic-convex generators
Yan Wang, Xinying Li, Chuang Gu +1
With the terminal value admitting a certain exponential moment and admitting every exponential moments or being bounded, we establish several existence and uniqueness r…