1 citations · 1 across the 4 of their papers we have counts for
4 papers · 1 filter
Existence and uniqueness on solutions of multidimensional BSDEs with generators of stochastic one-sided Osgood type
Yuru Lai, Xinying Li, Shengjun Fan
This paper establishes an existence and uniqueness result for solutions of multidimensional backward stochastic differential equations (BSDEs) with a general terminal time wh…
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 convex generators
Yan Wang, Xinying Li, Chuang Gu +1
With the terminal value admitting a certain exponential moment and admitting all exponential moments or being bounded, we establish several existence and uniqueness res…