ShengJun Fan

activity

20132023

most cited

L^{p}

solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients

8 citations · 28 across the 23 of their papers we have counts for

collaborators

Showing 2013 · math.PRShow all

2 papers · 2 filters

math.PR2013★ 1 cited

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 $(y, z)$ n…

math.PR2013★ 5 cited

$L^{p}$ $(p \geq 1)$ 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 $L^{p}$ $(p \geq 1)$ . We first study the existence and…

Multidimensional BSDEs with uniformly continuous generators and general time intervals

Lp (p≥1) solutions of multidimensional BSDEs with monotone generators in general time intervals

$L^{p}$ $(p \geq 1)$ solutions of multidimensional BSDEs with monotone generators in general time intervals