13 citations · 17 across the 3 of their papers we have counts for
4 papers
Construction and Uniqueness for reflected BSDE under linear increasing condition
G. Jia, Mingyu Xu
In this paper, we study the uniqueness of the solution of reflected BSDE with one or two barriers, under continuous and linear increasing condition of generator . Before that we…
Constrained BSDE and Viscosity Solutions of Variation Inequalities
Shige Peng, Mingyu Xu
In this paper, we study the relation between the smallest -supersolution of constraint backward stochastic differential equation and viscosity solution of constraint semilineare…
Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
Mingyu Xu
In this paper, we prove the existence and uniqueness result of the reflected BSDE with two continuous barriers under monotonicity and general increasing condition on , with Lips…
Reflected BSDE with monotonicity and general increasing in , and non-Lipschitz conditions in
Mingyu Xu
In this paper, we study the reflected BSDE with one continuous barrier, under the monotonicity and general increasing condition on and non Lipschitz condition on . We prove…