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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…
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…