Shengjun Fan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
\(L^p\) solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators
Acta Mathematicae Applicatae Sinica. English Series
2024-11-15Paper
Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values
Systems & Control Letters
2024-07-24Paper
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions
Statistics & Probability Letters
2024-02-12Paper
BSDEs with stochastic Lipschitz condition: a general result
Probability, Uncertainty and Quantitative Risk
2023-11-21Paper
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 generators
Systems & Control Letters
2023-07-13Paper
Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
Communications in Statistics: Theory and Methods
2023-07-12Paper
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result
Journal of Differential Equations
2023-06-23Paper
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
Stochastic Processes and their Applications
2023-02-23Paper
Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations2022-11-08Paper
A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations
Journal of Mathematical Analysis and Applications
2022-09-30Paper
Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z
Communications in Statistics. Simulation and Computation
2022-07-01Paper
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition
Probability, Uncertainty and Quantitative Risk
2022-06-03Paper
scientific article; zbMATH DE number 7492188 (Why is no real title available?)2022-03-17Paper
BSDEs with uniformly continuous generators and integrable parameters
SCIENTIA SINICA Mathematica
2021-12-17Paper
A class of stochastic Gronwall's inequality and its application
Journal of Inequalities and Applications
2021-12-15Paper
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
(available as arXiv preprint)
2021-07-27Paper
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2020-08-03Paper
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
Electronic Communications in Probability
2020-05-26Paper
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
Electronic Communications in Probability
2020-05-26Paper
\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\)
Chinese Annals of Mathematics. Series B
2020-05-19Paper
A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems
ESAIM: Probability and Statistics
2020-05-18Paper
\(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients
Acta Mathematicae Applicatae Sinica. English Series
2020-02-27Paper
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 assumptions
Electronic Journal of Probability
2019-09-19Paper
\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions
Electronic Journal of Probability
2019-09-19Paper
Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case
Electronic Communications in Probability
2019-09-19Paper
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 type
Journal of Theoretical Probability
2018-10-26Paper
Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions
Stochastics and Dynamics
2018-10-11Paper
\(L^p\) solutions for general time interval multidimensional BSDEs with weak monotonicity and general growth generators2018-09-28Paper
General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general \(g\)-supermartingales
Stochastics
2018-09-04Paper
A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications
Statistics & Probability Letters
2017-12-22Paper
Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type
Acta Mathematica Sinica, English Series
2017-09-12Paper
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 interval
Journal of Mathematical Research with Applications
2016-10-06Paper
The existence theorem and comparison theorem for the minimal solution of backward doubly stochastic differential equations with discontinuous generators2016-08-10Paper
On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\)
Brazilian Journal of Probability and Statistics
2016-06-09Paper
Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
Stochastic Processes and their Applications
2016-04-04Paper
On the \(L^1\) solution for multidimensional BSDEs with uniformly continuous generators2016-01-15Paper
A stability theorem for solutions of a class of backward stochastic differential equations2016-01-15Paper
Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
Statistics & Probability Letters
2015-12-30Paper
A general existence and uniqueness result on multidimensional BSDEs
(available as arXiv preprint)
2015-10-28Paper
\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
Journal of Mathematical Analysis and Applications
2015-09-09Paper
MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS
Bulletin of the Korean Mathematical Society
2015-04-17Paper
MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS
Bulletin of the Korean Mathematical Society
2015-04-17Paper
\(L^p\) \((p\geq 1)\) solutions of multidimensional BSDEs with monotone generators in general time intervals
Stochastics and Dynamics
2015-01-30Paper
\(L^p\) solutions to multidimensional backward stochastic differential equations with uniformly continuous generators
Chinese Annals of Mathematics. Series A
2014-11-03Paper
A representation theorem of generators for BSDEs with an infinite time interval
Journal of East China Normal University. Natural Science Edition
2014-11-03Paper
\(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
Journal of Applied Mathematics and Computing
2014-08-05Paper
Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
Frontiers of Mathematics in China
2013-11-18Paper
Multidimensional BSDEs with weak monotonicity and general growth generators
Acta Mathematica Sinica, English Series
2013-11-15Paper
An existence and uniqueness result of \(L^1\) solutions to multidimensional BSDEs with a finite and an infinite time interval2013-06-20Paper
A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators
Statistics & Probability Letters
2013-05-13Paper
\(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
Bulletin des Sciences Mathématiques
2013-03-15Paper
One-dimensional BSDEs with monotonic, Hölder continuous and integrable parameters2013-01-24Paper
\(L^p\) solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
Stochastics
2012-12-13Paper
One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators
Statistics & Probability Letters
2012-09-21Paper
On the Levi type theorem for maximal solutions of BSDEs with a left-Lipschitz generator
Journal of Shandong University. Natural Science
2012-06-01Paper
A generalized comparison theorem for BSDEs and its applications
Journal of Theoretical Probability
2012-04-26Paper
An existence and uniqueness result for BSDEs with uniformly continuous generators in \(z\)2012-01-27Paper
scientific article; zbMATH DE number 6001255 (Why is no real title available?)2012-01-27Paper
Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes
Electronic Journal of Probability
2011-09-09Paper
One-dimensional BSDEs with finite and infinite time horizons
Stochastic Processes and their Applications
2011-07-08Paper
Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\)
Journal of Applied Mathematics and Computing
2011-06-22Paper
scientific article; zbMATH DE number 5845892 (Why is no real title available?)2011-02-05Paper
scientific article; zbMATH DE number 5846109 (Why is no real title available?)2011-02-05Paper
A class of BSDE with integrable parameters
Statistics & Probability Letters
2010-12-20Paper
A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
Journal of Computational and Applied Mathematics
2010-10-11Paper
Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2010-07-20Paper
Finite and infinite time interval BSDEs with non-Lipschitz coefficients
Statistics & Probability Letters
2010-05-28Paper
Monotonic limit properties for solutions of BSDEs with continuous coefficients
International Journal of Mathematics and Mathematical Sciences
2010-04-20Paper
Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2010-02-12Paper
A note on Jensen's inequality for BSDEs
Acta Mathematica Sinica, English Series
2009-12-11Paper
Moment inequality and Hölder inequality for BSDEs
Acta Mathematicae Applicatae Sinica. English Series
2009-11-13Paper
Jensen's inequality for \(g\)-expectation on semi-positive definite (semi-negative definite) bivariate function2009-03-06Paper
An adapted solution of a class of BSDE2008-11-24Paper
Jensen's inequality for filtration consistent nonlinear expectation without domination condition
Journal of Mathematical Analysis and Applications
2008-07-10Paper
A limit theorem for solutions to BSDEs in the space of processes
Statistics & Probability Letters
2008-06-11Paper
Properties of \(L^p\) solutions of backward stochastic differential equations2008-06-03Paper
Properties of solutions of BSDEs with integrable parameters
Acta Mathematicae Applicatae Sinica. English Series
2008-03-31Paper
Jensen's inequality for \(g\)-expectation2008-01-14Paper
Continuous dependence properties on solutions of backward stochastic differential equation
Journal of Applied Mathematics and Computing
2007-10-22Paper
A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions
Acta Mathematica Sinica, English Series
2007-10-12Paper
A converse comparison theorem for backward stochastic differential equations2006-11-20Paper
scientific article; zbMATH DE number 2186106 (Why is no real title available?)2005-07-04Paper
On the existence and uniqueness of unbounded solutions to quadratic BSDEs with monotonic-convex generators
(available as arXiv preprint)
N/APaper
Existence, uniqueness and comparison theorem on unbounded solutions of general time interval BSDEs with sub-quadratic generators
(available as arXiv preprint)
N/APaper
Random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
(available as arXiv preprint)
N/APaper
Dual Representation of Unbounded Dynamic Concave Utilities
(available as arXiv preprint)
N/APaper


Research outcomes over time


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