1 citations · 1 across the 6 of their papers we have counts for
6 papers
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…
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions: the certain exponential moment case
Yan Wang, Yaqi Zhang, Shengjun Fan
With the terminal value admitting some given exponential moments, we propose and prove several existence and uniqueness results for the unbounded solutions of quadratic backw…
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 …
Existence, uniqueness and comparison theorem on unbounded solutions of general time interval BSDEs with sub-quadratic generators
Chuang Gu, Yan Wang, Shengjun Fan
This paper is devoted to the existence, uniqueness and comparison theorem on unbounded solutions of one-dimensional backward stochastic differential equations (BSDEs) with sub-quad…
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…