80 citations · 94 across the 5 of their papers we have counts for
Showing 2014 · math.PRShow all
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math.PR2014★ 4 cited
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…
math.PR2014★ 8 cited
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…
math.PR2014★ 2 cited
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…