4 citations · 7 across the 5 of their papers we have counts for
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Weighted solutions of random time horizon BSDEs with stochastic monotonicity generators
Xinying Li, Shengjun Fan
In this paper, we are concerned with a multidimensional backward stochastic differential equation (BSDE) with a general random terminal time , which may take values in $[0,+\inf…
On the existence and uniqueness of unbounded solutions to quadratic BSDEs with monotonic-convex generators
Yan Wang, Xinying Li, Chuang Gu +1
With the terminal value admitting a certain exponential moment and admitting every exponential moments or being bounded, we establish several existence and uniqueness r…
Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values
Shengjun Fan, Ying Hu, Shanjian Tang
We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator…
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…