3 papers
math.PR2013
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…
math.PR2013
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…
math.PR2008
Reflected Backward Stochastic Differential Equations Driven by Lévy Process
Yong Ren, Xiliang Fan
In this paper, we deal with a class of reflected backward stochastic differential equations associated to the subdifferential operator of a lower semi-continuous convex function dr…