4 citations · 5 across the 7 of their papers we have counts for
7 papers
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition
Tingting Li, Ziheng Xu, Shengjun Fan
This paper establishes an existence and uniqueness result for the adapted solution of a general time interval multidimensional backward stochastic differential equation (BSDE), whe…
Existence, uniqueness, comparison theorem and stability theorem for unbounded solutions of scalar BSDEs with sub-quadratic generators
Shengjun Fan, Ying Hu
We first establish the existence of an unbounded solution to a backward stochastic differential equation (BSDE) with generator allowing a general growth in the state variable $…
Existence and uniqueness of solution to scalar BSDEs with -integrable terminal values: the critical case
Shengjun Fan, Ying Hu
In \cite{HuTang2018ECP}, the existence of the solution is proved for a scalar linearly growing backward stochastic differential equation (BSDE) when the terminal value is $L\exp\le…
Existence, uniqueness and stability of solutions for multidimensional BSDEs with generators of one-sided Osgood type
ShengJun Fan
We establish a general existence and uniqueness result of solution for a multidimensional backward stochastic differential equation (BSDE for short) with generator satisf…
solutions to one-dimensional BSDEs with sublinear growth generators in
ShengJun Fan
This paper aims at solving a one-dimensional backward stochastic differential equation (BSDE for short) with only integrable parameters. We first establish the existence of a minim…
A representation theorem for generators of BSDEs with general growth generators in and its applications
Lishun Xiao, Shengjun Fan
In this paper we first prove a general representation theorem for generators of backward stochastic differential equations (BSDEs for short) by utilizing a localization method invo…