2 papers
math.PR2023
Multi-dimensional Backward Stochastic Differential Equations of Diagonally Quadratic Generators with a Special Structure
Guang Yang
The present paper is devoted to the well-posedness of a type of multi-dimensional backward stochastic differential equations (BSDEs) with a diagonally quadratic generator. We give…
math.PR2022
On Non-degenerate Chaos Processes
Guang Yang
We consider a process in a fixed Wiener chaos . We establish some non-degenerate properties and related results for $\{X_t\}_{0\leq t\leq 1…