Shanjian Tang

activity

20062023

most citedA Survey on Spark Ecosystem for Big Data Processing

83 citations · 230 across the 51 of their papers we have counts for

collaborators

Showing 2019Show all

2 papers · 1 filter

math.PR2019

Reflected Quadratic BSDEs driven by $G$ -Brownian Motions

Dong Cao, Shanjian Tang

In this paper, we consider a reflected backward stochastic differential equation driven by a $G$ -Brownian motion ( $G$ -BSDE), with the generator growing quadratically in the second…

math.PR2019★ 2 cited

On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions

Shengjun Fan, Ying Hu, Shanjian Tang

We prove a uniqueness result of the unbounded solution for a quadratic backward stochastic differential equation whose terminal condition is unbounded and whose generator $g$ may b…

Reflected Quadratic BSDEs driven by G-Brownian Motions

On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions

Reflected Quadratic BSDEs driven by $G$ -Brownian Motions