Fan, Shengjun

1. Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result
   2020/07/09 by Fan, Shengjun, Hu, Ying, Tang, Shanjian · 5 citations
   #60H10 #FOS: Mathematics #Probability (math.PR)
2. On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions
   2019/05/29 by Shengjun Fan, Ying Hu, Fan, Shengjun +3 · 4 citations
   Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth #Stability and Controllability of Differential Equations
3. Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values
   2023/07/21 by Fan, Shengjun, Hu, Ying, Tang, Shanjian · 2 citations
   #60H10 #FOS: Mathematics #Probability (math.PR)
4. L^p (p>1) solutions of BSDEs with generators satisfying some non-uniform conditions in t and ω
   2016/03/01 by Liu, Yajun, Li, Depeng, Fan, Shengjun · 1 citation
   #FOS: Mathematics #Probability (math.PR)
5. Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations
   2022/11/08 by Shengjun Fan, Fan, Shengjun, Tianxiao Wang +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #45D05 #60H20 #Differential Equations and Numerical Methods #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications
6. General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition
   2019/11/25 by Li, Tingting, Xu, Ziheng, Fan, Shengjun · 1 citation
   #FOS: Mathematics #Probability (math.PR)