2 papers
math.PR2026
Backward doubly stochastic differential equations with or without reflection under weak conditions
Shuxian Gao, Ying Hu, Jiaqiang Wen
In this paper, we study the solvability of backward doubly stochastic differential equations (BDSDEs, for short), both with and without reflection, under weak conditions on the gen…
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…