83 citations · 230 across the 51 of their papers we have counts for
54 papers
Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values
Shengjun Fan, Ying Hu, Shanjian Tang
We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator…
Multi-dimensional Mean-field Type Backward Stochastic Differential Equations with Diagonally Quadratic Generators
Shanjian Tang, Guang Yang
In this paper, we study the multi-dimensional backward stochastic differential equations (BSDEs) whose generator depends also on the mean of both variables. When the generator is d…
A Multilevel Scheduling Framework for Distributed Time-domain Large-area Sky Survey Telescope Array
Yajie Zhang, Ce Yu, Chao Sun +5
Telescope arrays are receiving increasing attention due to their promise of higher resource utilization, greater sky survey area, and higher frequency of full space-time monitoring…
Discrete-time Approximation of Stochastic Optimal Control with Partial Observation
Yunzhang Li, Xiaolu Tan, Shanjian Tang
We consider a class of stochastic optimal control problems with partial observation, and study their approximation by discrete-time control problems. We establish a convergence res…
Multidimensional Backward Stochastic Differential Equations with Rough Drifts
Jiahao Liang, Shanjian Tang
In this paper, we study a multidimensional backward stochastic differential equation (BSDE) with an additional rough drift (rough BSDE), and give the existence and uniqueness of th…
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
Tao Hao, Ying Hu, Shanjian Tang +1
In this paper, we study general mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. First, the existence and uniqueness of local and glo…