Shengjun Fan

most citedWeighted

L^{p} (p \geq 1)

solutions of random time horizon BSDEs with stochastic monotonicity generators

1 citations · 1 across the 2 of their papers we have counts for

collaborators

3 papers

math.PR2025

Existence and uniqueness on $L^{1}$ 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 $L^{1}$ solutions of multidime…

math.PR2024★ 1 cited

Weighted $L^{p} (p \geq 1)$ 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 $τ$ , which may take values in $[0,+\inf…

math.PR2024

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 $∣ ξ ∣$ admitting some given exponential moments, we propose and prove several existence and uniqueness results for the unbounded solutions of quadratic backw…

Existence and uniqueness on L1 solutions of multidimensional BSDEs with generators of stochastic one-sided Osgood type

Weighted Lp (p≥1) solutions of random time horizon BSDEs with stochastic monotonicity generators

On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions: the certain exponential moment case

Existence and uniqueness on $L^{1}$ solutions of multidimensional BSDEs with generators of stochastic one-sided Osgood type

Weighted $L^{p} (p \geq 1)$ solutions of random time horizon BSDEs with stochastic monotonicity generators