8 citations · 28 across the 23 of their papers we have counts for
24 papers
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…
Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations
Shengjun Fan, Tianxiao Wang, Jiongmin Yong
In this paper, a systematic investigation is carried out for the general solvability of multi-dimensional backward stochastic Volterra integral equations (BSVIEs) with the generato…
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions
Guangshuo Zhou, Fengjiao Du, Shengjun Fan
This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator…
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
Shengjun Fan, Ying Hu, Shanjian Tang
This paper is devoted to the existence, uniqueness and comparison theorem on unbounded solutions of a scalar backward stochastic differential equation (BSDE) whose generator grows…
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result
Shengjun Fan, Ying Hu, Shanjian Tang
This paper is devoted to a general solvability of a multi-dimensional backward stochastic differential equation (BSDE) of a diagonally quadratic generator , by relaxing t…
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 $…
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions
Shengjun Fan, Ying Hu, Shanjian Tang
We prove a uniqueness result of the unbounded solution for a quadratic backward stochastic differential equation whose terminal condition is unbounded and whose generator may b…
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…
solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
ShengJun Fan
We establish several existence, uniqueness and comparison results for solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under the assu…
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…
solutions of doubly reflected BSDEs under general assumptions
Shengjun Fan, Qianyun Qian
Under a generalized Mokobodzki condition for reflected BSDEs with two continuous barriers which relates the growth of the generator and that of the barriers, we establish sever…
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
Lishun Xiao, Shengjun Fan, Dejian Tian
The purpose of this note is to propose a new approach for the probabilistic interpretation of Hamilton-Jacobi-Bellman equations associated with stochastic recursive optimal control…
solutions of BSDEs with generators satisfying some non-uniform conditions in and
Yajun Liu, Depeng Li, Shengjun Fan
This paper is devoted to the () solutions of one-dimensional backward stochastic differential equations (BSDEs for short) with general time intervals and generators sati…
Existence, uniqueness and approximation for solutions of reflected BSDEs under weaker assumptions
ShengJun Fan
We put forward and prove several existence and uniqueness results for solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgoo…
Bounded solutions, solutions and solutions for one-dimensional BSDEs under general assumptions
ShengJun Fan
This paper aims at solving one-dimensional backward stochastic differential equations (BSDEs) under weaker assumptions. We establish general existence, uniqueness, and comparison r…
solutions of multidimensional BSDEs with weak monotonicity and general growth generators
ShengJun Fan
In this paper, we first establish the existence and uniqueness of solutions for multidimensional backward stochastic differential equations (BSDEs) under a weak monoto…
solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
ShengJun Fan, Long Jiang
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) in under weaker assumptions on the coefficients, consid…
A general existence and uniqueness result on multidimensional BSDEs
ShaoYa Xu, ShengJun Fan
This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak mo…
solutions of BSDEs with a new kind of non-Lipschitz coefficients
ShengJun Fan, Long Jiang
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an exist…
Multidimensional BSDEs with uniformly continuous generators and general time intervals
Shengjun Fan, Lishun Xiao, Yanbin Wang
This paper is devoted to solving a multidimensional backward stochastic differential equation with a general time interval, where the generator is uniformly continuous in n…
solutions of multidimensional BSDEs with monotone generators in general time intervals
Lishun Xiao, Shengjun Fan, Na Xu
In this paper, we are interested in solving general time interval multidimensional backward stochastic differential equations in . We first study the existence and…