80 citations · 94 across the 5 of their papers we have counts for
5 papers
Set-valued Star-Shaped Risk Measures
Bingchu Nie, Dejian Tian, Long Jiang
In this paper, we introduce a new class of set-valued risk measures, named set-valued star-shaped risk measures. Motivated by the results of scalar monetary and star-shaped risk me…
solutions of multidimensional BSDEs with weak monotonicity and general growth generators
ShengJun Fan
In this paper, we first establish the existence and uniqueness of solutions for multidimensional backward stochastic differential equations (BSDEs) under a weak monoto…
solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
ShengJun Fan, Long Jiang
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) in under weaker assumptions on the coefficients, consid…
solutions of BSDEs with a new kind of non-Lipschitz coefficients
ShengJun Fan, Long Jiang
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an exist…
Convexity, translation invariance and subadditivity for -expectations and related risk measures
Long Jiang
Under the continuous assumption on the generator , Briand et al. [Electron. Comm. Probab. 5 (2000) 101--117] showed some connections between and the conditional -expectat…