4 citations · 5 across the 4 of their papers we have counts for
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math.PR2017
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…
math.PR2017
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…
math.PR2017★ 1 cited
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…