3 papers
math.PR2026
Weighted solutions of scalar BSDEs with general unbounded stochastic coefficients
Yaqi Zhang, Zongjia Zhu, Shengjun Fan
This paper is devoted to solving one-dimensional backward stochastic differential equations (BSDEs in short) with a general random terminal time taking values in the extended…
math.PR2026
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…
math.PR2024
Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
Xinying Li, Yaqi Zhang, Shengjun Fan
This study focuses on a multidimensional backward stochastic differential equation (BSDE) with a general random terminal time taking values in . The generator …