3 papers
math.PR2025
Backward stochastic differential equations with nonlinear Young drivers II
Jian Song, Huilin Zhang, Kuan Zhang
This paper continues our previous work (Part I, arXiv:2504.18632v3) on the well-posedness of backward stochastic differential equations (BSDEs) involving a nonlinear Young integral…
math.PR2025
Backward stochastic differential equations with nonlinear Young drivers I
Jian Song, Huilin Zhang, Kuan Zhang
This paper (alongside its companion, Part II \cite{BSDEYoung-II}) investigates backward stochastic differential equations (BSDEs) involving a nonlinear Young integral of the form $…
math.PR2025
Reflected backward stochastic differential equations with rough drivers
Hanwu Li, Huilin Zhang, Kuan Zhang
In this paper, we investigate reflected backward stochastic differential equations driven by rough paths (rough RBSDEs), which can be viewed as probabilistic representations of non…