5 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2008
Harmonic Analysis of Stochastic Equations and Backward Stochastic Differential Equations
Freddy Delbaen, Shanjian Tang
The BMO martingale theory is extensively used to study nonlinear multi-dimensional stochastic equations (SEs) in $\cR^p$ () and backward stochastic differential e…
math.PR2007★ 2 cited
Multi-dimensional BSDE with Oblique Reflection and Optimal Switching
Ying Hu, Shanjian Tang
In this paper, we study a multi-dimensional backward stochastic differential equation (BSDE) with oblique reflection, which is a BSDE reflected on the boundary of a special unbound…
math.PR2006★ 5 cited
Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations
Juan Li, Shanjian Tang
A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.