4 papers · 1 filter
Weighted 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 taking values in the extended n…
Solvability of BSDEs with possibly unbounded stochastic coefficients on a general weighted 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 taking values in $[0,+\infty]…
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions: the certain exponential moment case
Yan Wang, Yaqi Zhang, Shengjun Fan
With the terminal value admitting some given exponential moments, we propose and prove several existence and uniqueness results for the unbounded solutions of quadratic backw…
Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
Xinying Li, Yaqi Zhang, Shengjun Fan
This study focuses on a multidimensional backward stochastic differential equation (BSDE) with a general random terminal time taking values in . The generator …