| Publication | Date of Publication | Type |
|---|
Multidimensional BDSDEs with Poisson jumps under non-Lipschitz coefficients
Journal of Numerical Mathematics and Stochastics | 2026-07-22 | Paper |
Fractional delay and anticipated backward doubly stochastic differential equations with integral-Lipschitz coefficients
Random Operators and Stochastic Equations | 2026-06-08 | Paper |
Doubly reflected backward stochastic differential equations driven by G-Lévy process with a kind of non-Lipschitz coefficients
Journal of Fractional Calculus and Applications | 2026-05-20 | Paper |
Averaging principle for backward stochastic differential equations driven by both standard and fractional Brownian motions
Journal of Fractional Calculus and Applications | 2025-10-08 | Paper |
A backward stochastic differential equation driven by fractional Brownian motion with the Osgood condition
Stochastics | 2025-09-25 | Paper |
Backward stochastic differential equations driven by G-Lévy process with double reflexions
Random Operators and Stochastic Equations | 2025-03-18 | Paper |
Generalized delay BSDE driven by fractional Brownian motion
Random Operators and Stochastic Equations | 2024-11-26 | Paper |
BSDEs driven by fractional Brownian motion with time-delayed generators
Applicable Analysis | 2024-09-19 | Paper |
Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients
Electronic Journal of Mathematical Analysis and Applications EJMAA | 2024-09-04 | Paper |
Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients
Random Operators and Stochastic Equations | 2024-03-04 | Paper |
Generalized BDSDEs driven by fractional Brownian motion
Nonautonomous Dynamical Systems | 2023-10-24 | Paper |
Delay BSDEs driven by fractional Brownian motion
Random Operators and Stochastic Equations | 2023-09-18 | Paper |
Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions
Applicable Analysis | 2023-08-10 | Paper |
BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients
Applied Mathematics and Nonlinear Sciences | 2023-03-17 | Paper |
Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients
Applied Mathematics and Nonlinear Sciences | 2023-03-17 | Paper |
Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients
Applied Mathematics and Nonlinear Sciences | 2023-03-17 | Paper |
Deplay BSDEs driven by fractional Brownian motion
Random Operators and Stochastic Equations | 2022-04-04 | Paper |
| BSDEs driven by both standard and fractional Brownian motions with non-Lipschitz conditions | 2022-01-18 | Paper |
| Averaging Principle for Backward Stochastic Differential Equations driven both standard and fractional Brownian motions | 2021-06-03 | Paper |
Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients
Random Operators and Stochastic Equations | 2021-04-28 | Paper |
Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients
Random Operators and Stochastic Equations | 2020-04-07 | Paper |
| scientific article; zbMATH DE number 7083741 (Why is no real title available?) | 2019-07-22 | Paper |
Generalized fractional BSDE with non Lipschitz coefficients
Afrika Matematika | 2018-01-17 | Paper |
Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients
Random Operators and Stochastic Equations | 2015-10-01 | Paper |
