Mingyu Xu

activity

20062008

most citedConstrained BSDE and Viscosity Solutions of Variation Inequalities

13 citations · 17 across the 3 of their papers we have counts for

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2 papers · 1 filter

math.PR2007

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 $y$ , with Lips…

math.PR2006

Reflected BSDE with monotonicity and general increasing in $y$ , and non-Lipschitz conditions in $z$

Mingyu Xu

In this paper, we study the reflected BSDE with one continuous barrier, under the monotonicity and general increasing condition on $y$ and non Lipschitz condition on $z$ . We prove…

Reflected backward SDEs with two barriers under monotonicity and general increasing conditions

Reflected BSDE with monotonicity and general increasing in y, and non-Lipschitz conditions in z

Reflected BSDE with monotonicity and general increasing in $y$ , and non-Lipschitz conditions in $z$