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math.PR2025
Backward stochastic differential equations with nonlinear Young drivers II
Jian Song, Huilin Zhang, Kuan Zhang
This paper continues our previous work (Part I, arXiv:2504.18632v3) on the well-posedness of backward stochastic differential equations (BSDEs) involving a nonlinear Young integral…
math.PR2025
Backward stochastic differential equations with nonlinear Young drivers I
Jian Song, Huilin Zhang, Kuan Zhang
This paper (alongside its companion, Part II \cite{BSDEYoung-II}) investigates backward stochastic differential equations (BSDEs) involving a nonlinear Young integral of the form $…
math.PR2025
On a pinning model in correlated Gaussian random environments
Zi'an Li, Jian Song, Ran Wei +1
We consider a pinning model in correlated Gaussian random environments. For the model that is disorder relevant, we study its intermediate disorder regime and show that the rescale…