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20232025
most cited1D nonlinear backward stochastic differential equations: a unified theory and applications

1 citations · 1 across the 5 of their papers we have counts for

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math.PR2025

Uniqueness of adapted solutions to scalar BSDEs with Peano-type generators

Shengjun Fan, Ying Hu, Shanjian Tang

A Backward Stochastic Differential Equation (BSDE) with a Peano-type generator, is known to have infinitely many solutions when the terminal value is vanishing, and is shown to hav…

math.OC2025

Relationship between maximum principle and dynamic programming principle for recursive optimal control problem of stochastic evolution equations

Ying Hu, Guomin Liu, Shanjian Tang

This paper aims to study the relationship between the maximum principle and the dynamic programming principle for recursive optimal control problem of stochastic evolution equation…