Shengjun Fan

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L^{p} (p \geq 1)

solutions of random time horizon BSDEs with stochastic monotonicity generators

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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…

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

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