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math.PR2010★ 1 cited
Well-posedness of Backward Stochastic Differential Equations with General Filtration
Qi Lu, Xu Zhang
This paper is addressed to the well-posedness of some linear and semilinear backward stochastic differential equations with general filtration, without using the Martingale Represe…
math.PR2010★ 6 cited
Representation of Itô Integrals by Lebesgue/Bochner Integrals
Qi Lü, Jiongmin Yong, Xu Zhang
In [22], it was proved that as long as the integrand has certain properties, the corresponding Itô integral can be written as a (parameterized) Lebesgue integral (or a Bochner inte…