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