Shengjun Fan

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Person:847110

Available identifiers

zbMath Open fan.shengjunMaRDI QIDQ847110

List of research outcomes





PublicationDate of PublicationType
\(L^p\) solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators2024-11-15Paper
Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values2024-07-24Paper
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions2024-02-12Paper
BSDEs with stochastic Lipschitz condition: a general result2023-11-21Paper
A user's guide to 1D nonlinear backward stochastic differential equations with applications and open problems2023-09-12Paper
Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values2023-07-20Paper
\( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators2023-07-13Paper
Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition2023-07-12Paper
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result2023-06-23Paper
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs2023-02-23Paper
Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations2022-11-08Paper
A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations2022-09-30Paper
Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z2022-07-01Paper
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition2022-06-03Paper
https://portal.mardi4nfdi.de/entity/Q50628312022-03-17Paper
BSDEs with uniformly continuous generators and integrable parameters2021-12-17Paper
A class of stochastic Gronwall's inequality and its application2021-12-15Paper
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs2021-07-27Paper
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions2020-08-03Paper
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs2020-05-26Paper
\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\)2020-05-19Paper
A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems2020-05-18Paper
\(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients2020-02-27Paper
Existence, uniqueness, comparison theorem and stability theorem for unbounded solutions of scalar BSDEs with sub-quadratic generators2019-09-22Paper
\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions2019-09-19Paper
Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case2019-09-19Paper
MINIMAL AND MAXIMAL BOUNDED SOLUTIONS FOR QUADRATIC BSDES WITH STOCHASTIC CONDITIONS2019-07-16Paper
Existence and uniqueness of solution to scalar BSDEs with $L\exp\left(\mu\sqrt{2\log(1+L)}\right)$-integrable terminal values: the critical case2019-04-04Paper
Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type2018-10-26Paper
Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions2018-10-11Paper
https://portal.mardi4nfdi.de/entity/Q46844372018-09-28Paper
General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general g-supermartingales2018-09-04Paper
A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications2017-12-22Paper
Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type2017-09-12Paper
Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators2017-07-14Paper
$L^1$ solutions to one-dimensional BSDEs with sublinear growth generators in $z$2017-01-15Paper
$L^p$ solutions of doubly reflected BSDEs under general assumptions2017-01-15Paper
\(L^p\) solutions of BSDEs with non-uniformly linear growth generators and general time interval2016-10-06Paper
https://portal.mardi4nfdi.de/entity/Q29936172016-08-10Paper
On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\)2016-06-09Paper
Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions2016-04-04Paper
https://portal.mardi4nfdi.de/entity/Q34617112016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q34630692016-01-15Paper
Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators2015-12-30Paper
A general existence and uniqueness result on multidimensional BSDEs2015-10-28Paper
\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators2015-09-09Paper
MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS2015-04-17Paper
Lp (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals2015-01-30Paper
\(L^p\) solutions to multidimensional backward stochastic differential equations with uniformly continuous generators2014-11-03Paper
A representation theorem of generators for BSDEs with an infinite time interval2014-11-03Paper
\(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators2014-08-05Paper
Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type2013-11-18Paper
Multidimensional BSDEs with weak monotonicity and general growth generators2013-11-15Paper
https://portal.mardi4nfdi.de/entity/Q49280532013-06-20Paper
A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators2013-05-13Paper
\(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators2013-03-15Paper
https://portal.mardi4nfdi.de/entity/Q49007742013-01-24Paper
Lpsolutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients2012-12-13Paper
One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators2012-09-21Paper
On the Levi type theorem for maximal solutions of BSDEs with a left-Lipschitz generator2012-06-01Paper
A generalized comparison theorem for BSDEs and its applications2012-04-26Paper
https://portal.mardi4nfdi.de/entity/Q31089982012-01-27Paper
https://portal.mardi4nfdi.de/entity/Q31106752012-01-27Paper
Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes2011-09-09Paper
One-dimensional BSDEs with finite and infinite time horizons2011-07-08Paper
Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\)2011-06-22Paper
https://portal.mardi4nfdi.de/entity/Q30728532011-02-05Paper
https://portal.mardi4nfdi.de/entity/Q30731332011-02-05Paper
A class of BSDE with integrable parameters2010-12-20Paper
A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes2010-10-11Paper
Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators2010-07-20Paper
Finite and infinite time interval BSDEs with non-Lipschitz coefficients2010-05-28Paper
Monotonic limit properties for solutions of BSDEs with continuous coefficients2010-04-20Paper
Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)2010-02-12Paper
A note on Jensen's inequality for BSDEs2009-12-11Paper
Moment inequality and Hölder inequality for BSDEs2009-11-13Paper
https://portal.mardi4nfdi.de/entity/Q36092612009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q35385682008-11-24Paper
Jensen's inequality for filtration consistent nonlinear expectation without domination condition2008-07-10Paper
A limit theorem for solutions to BSDEs in the space of processes2008-06-11Paper
https://portal.mardi4nfdi.de/entity/Q35007352008-06-03Paper
Properties of solutions of BSDEs with integrable parameters2008-03-31Paper
https://portal.mardi4nfdi.de/entity/Q54351622008-01-14Paper
Continuous dependence properties on solutions of backward stochastic differential equation2007-10-22Paper
A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions2007-10-12Paper
https://portal.mardi4nfdi.de/entity/Q34096512006-11-20Paper
https://portal.mardi4nfdi.de/entity/Q30232922005-07-04Paper
On the existence and uniqueness of unbounded solutions to quadratic BSDEs with monotonic-convex generatorsN/APaper
Existence, uniqueness and comparison theorem on unbounded solutions of general time interval BSDEs with sub-quadratic generatorsN/APaper
Random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEsN/APaper
Dual Representation of Unbounded Dynamic Concave UtilitiesN/APaper

Research outcomes over time

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