11 citations · 34 across the 23 of their papers we have counts for
6 papers · 1 filter
Mean-field backward stochastic differential equations on Markov chains
Wen Lu, Yong Ren
In this paper, we deal with a class of mean-field backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We obtain the existence…
Mean-field backward stochastic differential equations with subdifferrential operator and its applications
Wen Lu, Yong Ren, Lanying Hu
In this paper, we deal with a class of mean-field backward stochastic differential equations with subdifferrential operator corresponding to a lower semi-continuous convex function…
Multivalued backward doubly stochastic differential equations with time delayed coefficients
Wen Lu, Yong Ren, Lanying Hu
In this paper, we deal with a class of multivalued backward doubly stochastic differential equations with time delayed coefficients. Based on a slight extension of the existence an…
Backward stochastic Volterra integral equations associated with a Levy process and applications
Wen Lu
In this paper, we study a class of backward stochastic Volterra integral equations driven by Teugels martingales associated with an independent Lévy process and an independent Brow…
-solutions of Reflected Backward Doubly Stochastic Differential Equations
Wen Lu
In this paper, we deal with a class of one-dimensional reflected backward doubly stochastic differential equations with one continuous lower barrier. We derive the existence and un…
Reflected BSDE with stochastic Lipschitz coefficient
Wen Lu
In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqu…