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math.PR2026
On a pinning model in correlated Gaussian random environments
Zi'an Li, Jian Song, Ran Wei +1
We consider a pinning model in correlated Gaussian random environments. For the model that is disorder relevant, we study its intermediate disorder regime and show that the rescale…
math.PR2025
Backward stochastic differential equations with nonlinear Young drivers II
Jian Song, Huilin Zhang, Kuan Zhang
This paper continues our previous work (Part I, arXiv:2504.18632v3) on the well-posedness of backward stochastic differential equations (BSDEs) involving a nonlinear Young integral…
math.PR2025
Backward stochastic differential equations with nonlinear Young drivers I
Jian Song, Huilin Zhang, Kuan Zhang
This paper (alongside its companion, Part II \cite{BSDEYoung-II}) investigates backward stochastic differential equations (BSDEs) involving a nonlinear Young integral of the form $…