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 2015Show all

2 papers · 1 filter

math.PR2015

Existence, uniqueness and approximation for $L^{p}$ solutions of reflected BSDEs under weaker assumptions

ShengJun Fan

We put forward and prove several existence and uniqueness results for $L^{p} (p > 1)$ solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgoo…

math.PR2015

Bounded solutions, $L^{p} (p > 1)$ solutions and $L^{1}$ 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…

Existence, uniqueness and approximation for Lp solutions of reflected BSDEs under weaker assumptions

Bounded solutions, Lp(p>1) solutions and L1 solutions for one-dimensional BSDEs under general assumptions

Existence, uniqueness and approximation for $L^{p}$ solutions of reflected BSDEs under weaker assumptions

Bounded solutions, $L^{p} (p > 1)$ solutions and $L^{1}$ solutions for one-dimensional BSDEs under general assumptions