Shengjun Fan

activity

20232026

most cited1D nonlinear backward stochastic differential equations: a unified theory and applications

1 citations · 1 across the 6 of their papers we have counts for

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Showing 2026 · math.PRShow all

2 papers · 2 filters

math.PR2026

Weighted $L^{p}$ solutions of scalar BSDEs with general unbounded stochastic coefficients

Yaqi Zhang, Zongjia Zhu, Shengjun Fan

This paper is devoted to solving one-dimensional backward stochastic differential equations (BSDEs in short) with a general random terminal time $τ$ taking values in the extended n…

math.PR2026

Solvability of BSDEs with possibly unbounded stochastic coefficients on a general weighted $L^{p}$ space

Yaqi Zhang, Xinying Li, Ying Hu +1

This paper is devoted to solving a multidimensional backward stochastic differential equation (BSDE for short) with a general random terminal time $τ$ taking values in $[0,+\infty]…

Weighted Lp solutions of scalar BSDEs with general unbounded stochastic coefficients

Solvability of BSDEs with possibly unbounded stochastic coefficients on a general weighted Lp space

Weighted $L^{p}$ solutions of scalar BSDEs with general unbounded stochastic coefficients

Solvability of BSDEs with possibly unbounded stochastic coefficients on a general weighted $L^{p}$ space