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math.SG2008★ 4 cited
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…
math.SG2007★ 13 cited
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…