4 papers
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 $[0,+\infty]…
Backward doubly stochastic differential equations with or without reflection under weak conditions
Shuxian Gao, Ying Hu, Jiaqiang Wen
In this paper, we study the solvability of backward doubly stochastic differential equations (BDSDEs, for short), both with and without reflection, under weak conditions on the gen…
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
Freddy Delbaen, Ying Hu, Adrien Richou
In [3], the authors proved that uniqueness holds among solutions whose exponentials are with bigger than a constant ($p\textgreater{}γ$). In this paper, we consider t…
Backward SDEs with superquadratic growth
Freddy Delbaen, Ying Hu, Xiaobo Bao
In this paper, we discuss the solvability of backward stochastic differential equations (BSDEs) with superquadratic generators. We first prove that given a superquadratic generator…