Shengjun Fan

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!

Publication	Date of Publication	Type
$L^p$ solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators Acta Mathematicae Applicatae Sinica. English Series	2024-11-15	Paper
Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values Systems \& Control Letters	2024-07-24	Paper
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions Statistics \& Probability Letters	2024-02-12	Paper
BSDEs with stochastic Lipschitz condition: a general result Probability, Uncertainty and Quantitative Risk	2023-11-21	Paper
A user's guide to 1D nonlinear backward stochastic differential equations with applications and open problems	2023-09-12	Paper
Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values	2023-07-20	Paper
$ L^1$ solution to scalar BSDEs with logarithmic sub-linear growth generators Systems \& Control Letters	2023-07-13	Paper
L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition Communications in Statistics: Theory and Methods	2023-07-12	Paper
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result Journal of Differential Equations	2023-06-23	Paper
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs Stochastic Processes and their Applications	2023-02-23	Paper
Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations	2022-11-08	Paper
A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations Journal of Mathematical Analysis and Applications	2022-09-30	Paper
L^p (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	2022-07-01	Paper
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition Probability, Uncertainty and Quantitative Risk	2022-06-03	Paper
scientific article; zbMATH DE number 7492188 (Why is no real title available?)	2022-03-17	Paper
BSDEs with uniformly continuous generators and integrable parameters SCIENTIA SINICA Mathematica	2021-12-17	Paper
A class of stochastic Gronwall's inequality and its application Journal of Inequalities and Applications	2021-12-15	Paper
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs	2021-07-27	Paper
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions Comptes Rendus. Mathématique. Académie des Sciences, Paris	2020-08-03	Paper
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs Electronic Communications in Probability	2020-05-26	Paper
$L^p (p > 1)$ solutions of BSDEs with generators satisfying some non-uniform conditions in $t$ and $\omega$ Chinese Annals of Mathematics. Series B	2020-05-19	Paper
A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems ESAIM: Probability and Statistics	2020-05-18	Paper
$L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients Acta Mathematicae Applicatae Sinica. English Series	2020-02-27	Paper
Existence, uniqueness, comparison theorem and stability theorem for unbounded solutions of scalar BSDEs with sub-quadratic generators	2019-09-22	Paper
$L^1$ solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions Electronic Journal of Probability	2019-09-19	Paper
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	2019-09-19	Paper
Minimal and maximal bounded solutions for quadratic BSDEs with stochastic conditions	2019-07-16	Paper
Existence and uniqueness of solution to scalar BSDEs with $L\exp\left(\mu\sqrt{2\log(1+L)}\right)$-integrable terminal values: the critical case	2019-04-04	Paper
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	2018-10-26	Paper
Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions Stochastics and Dynamics	2018-10-11	Paper
$L^p$ solutions for general time interval multidimensional BSDEs with weak monotonicity and general growth generators	2018-09-28	Paper
General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general $g$-supermartingales Stochastics	2018-09-04	Paper
A representation theorem for generators of BSDEs with general growth generators in $y$ and its applications Statistics \& Probability Letters	2017-12-22	Paper
Existence, uniqueness and approximation for $L^p$ solutions of reflected BSDEs with generators of one-sided Osgood type Acta Mathematica Sinica, English Series	2017-09-12	Paper
Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators	2017-07-14	Paper
$L^1$ solutions to one-dimensional BSDEs with sublinear growth generators in $z$	2017-01-15	Paper
$L^p$ solutions of doubly reflected BSDEs under general assumptions	2017-01-15	Paper
$L^p$ solutions of BSDEs with non-uniformly linear growth generators and general time interval Journal of Mathematical Research with Applications	2016-10-06	Paper
The existence theorem and comparison theorem for the minimal solution of backward doubly stochastic differential equations with discontinuous generators	2016-08-10	Paper
On the stability theorem of $L^{p}$ solutions for multidimensional BSDEs with uniform continuity generators in $z$ Brazilian Journal of Probability and Statistics	2016-06-09	Paper
Bounded solutions, $L^p$ $(p > 1)$ solutions and $L^1$ solutions for one dimensional BSDEs under general assumptions Stochastic Processes and their Applications	2016-04-04	Paper
On the $L^1$ solution for multidimensional BSDEs with uniformly continuous generators	2016-01-15	Paper
A stability theorem for solutions of a class of backward stochastic differential equations	2016-01-15	Paper
Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators Statistics \& Probability Letters	2015-12-30	Paper
A general existence and uniqueness result on multidimensional BSDEs	2015-10-28	Paper
$L^p$ solutions of multidimensional BSDEs with weak monotonicity and general growth generators Journal of Mathematical Analysis and Applications	2015-09-09	Paper
MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS Bulletin of the Korean Mathematical Society	2015-04-17	Paper
$L^p$ $(p\geq 1)$ solutions of multidimensional BSDEs with monotone generators in general time intervals Stochastics and Dynamics	2015-01-30	Paper
$L^p$ solutions to multidimensional backward stochastic differential equations with uniformly continuous generators Chinese Annals of Mathematics. Series A	2014-11-03	Paper
A representation theorem of generators for BSDEs with an infinite time interval Journal of East China Normal University. Natural Science Edition	2014-11-03	Paper
$L^p$ $(p>1)$ solutions for one-dimensional BSDEs with linear-growth generators Journal of Applied Mathematics and Computing	2014-08-05	Paper
Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type Frontiers of Mathematics in China	2013-11-18	Paper
Multidimensional BSDEs with weak monotonicity and general growth generators Acta Mathematica Sinica, English Series	2013-11-15	Paper
An existence and uniqueness result of $L^1$ solutions to multidimensional BSDEs with a finite and an infinite time interval	2013-06-20	Paper
A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators Statistics \& Probability Letters	2013-05-13	Paper
$L^{p} (p>1)$ solutions of backward stochastic differential equations with monotonic and uniformly continuous generators Bulletin des Sciences Mathématiques	2013-03-15	Paper
One-dimensional BSDEs with monotonic, Hölder continuous and integrable parameters	2013-01-24	Paper
$L^p$ solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients Stochastics	2012-12-13	Paper
One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators Statistics \& Probability Letters	2012-09-21	Paper
On the Levi type theorem for maximal solutions of BSDEs with a left-Lipschitz generator Journal of Shandong University. Natural Science	2012-06-01	Paper
A generalized comparison theorem for BSDEs and its applications Journal of Theoretical Probability	2012-04-26	Paper
An existence and uniqueness result for BSDEs with uniformly continuous generators in $z$	2012-01-27	Paper
scientific article; zbMATH DE number 6001255 (Why is no real title available?)	2012-01-27	Paper
Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes Electronic Journal of Probability	2011-09-09	Paper
One-dimensional BSDEs with finite and infinite time horizons Stochastic Processes and their Applications	2011-07-08	Paper
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	2011-06-22	Paper
scientific article; zbMATH DE number 5845892 (Why is no real title available?)	2011-02-05	Paper
scientific article; zbMATH DE number 5846109 (Why is no real title available?)	2011-02-05	Paper
A class of BSDE with integrable parameters Statistics \& Probability Letters	2010-12-20	Paper
A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes Journal of Computational and Applied Mathematics	2010-10-11	Paper
Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators Comptes Rendus. Mathématique. Académie des Sciences, Paris	2010-07-20	Paper
Finite and infinite time interval BSDEs with non-Lipschitz coefficients Statistics \& Probability Letters	2010-05-28	Paper
Monotonic limit properties for solutions of BSDEs with continuous coefficients International Journal of Mathematics and Mathematical Sciences	2010-04-20	Paper
Uniqueness result for the BSDE whose generator is monotonic in $y$ and uniformly continuous in $z$ Comptes Rendus. Mathématique. Académie des Sciences, Paris	2010-02-12	Paper
A note on Jensen's inequality for BSDEs Acta Mathematica Sinica, English Series	2009-12-11	Paper
Moment inequality and Hölder inequality for BSDEs Acta Mathematicae Applicatae Sinica. English Series	2009-11-13	Paper
Jensen's inequality for $g$-expectation on semi-positive definite (semi-negative definite) bivariate function	2009-03-06	Paper
An adapted solution of a class of BSDE	2008-11-24	Paper
Jensen's inequality for filtration consistent nonlinear expectation without domination condition Journal of Mathematical Analysis and Applications	2008-07-10	Paper
A limit theorem for solutions to BSDEs in the space of processes Statistics \& Probability Letters	2008-06-11	Paper
Properties of $L^p$ solutions of backward stochastic differential equations	2008-06-03	Paper
Properties of solutions of BSDEs with integrable parameters Acta Mathematicae Applicatae Sinica. English Series	2008-03-31	Paper
Jensen's inequality for $g$-expectation	2008-01-14	Paper
Continuous dependence properties on solutions of backward stochastic differential equation Journal of Applied Mathematics and Computing	2007-10-22	Paper
A relationship between the conditional $g$-evaluation system and the generator $g$ and its applica\-tions Acta Mathematica Sinica, English Series	2007-10-12	Paper
A converse comparison theorem for backward stochastic differential equations	2006-11-20	Paper
scientific article; zbMATH DE number 2186106 (Why is no real title available?)	2005-07-04	Paper
On the existence and uniqueness of unbounded solutions to quadratic BSDEs with monotonic-convex generators	N/A	Paper
Existence, uniqueness and comparison theorem on unbounded solutions of general time interval BSDEs with sub-quadratic generators	N/A	Paper
Random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs	N/A	Paper
Dual Representation of Unbounded Dynamic Concave Utilities	N/A	Paper

Research outcomes over time

This page was built for person: Shengjun Fan

Publication	Date of Publication	Type
\(L^p\) solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators Acta Mathematicae Applicatae Sinica. English Series	2024-11-15	Paper
Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values Systems \& Control Letters	2024-07-24	Paper
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions Statistics \& Probability Letters	2024-02-12	Paper
BSDEs with stochastic Lipschitz condition: a general result Probability, Uncertainty and Quantitative Risk	2023-11-21	Paper
A user's guide to 1D nonlinear backward stochastic differential equations with applications and open problems	2023-09-12	Paper
Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values	2023-07-20	Paper
\( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators Systems \& Control Letters	2023-07-13	Paper
L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition Communications in Statistics: Theory and Methods	2023-07-12	Paper
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result Journal of Differential Equations	2023-06-23	Paper
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs Stochastic Processes and their Applications	2023-02-23	Paper
Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations	2022-11-08	Paper
A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations Journal of Mathematical Analysis and Applications	2022-09-30	Paper
L^p (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	2022-07-01	Paper
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition Probability, Uncertainty and Quantitative Risk	2022-06-03	Paper
scientific article; zbMATH DE number 7492188 (Why is no real title available?)	2022-03-17	Paper
BSDEs with uniformly continuous generators and integrable parameters SCIENTIA SINICA Mathematica	2021-12-17	Paper
A class of stochastic Gronwall's inequality and its application Journal of Inequalities and Applications	2021-12-15	Paper
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs	2021-07-27	Paper
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions Comptes Rendus. Mathématique. Académie des Sciences, Paris	2020-08-03	Paper
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs Electronic Communications in Probability	2020-05-26	Paper
\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) Chinese Annals of Mathematics. Series B	2020-05-19	Paper
A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems ESAIM: Probability and Statistics	2020-05-18	Paper
\(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients Acta Mathematicae Applicatae Sinica. English Series	2020-02-27	Paper
Existence, uniqueness, comparison theorem and stability theorem for unbounded solutions of scalar BSDEs with sub-quadratic generators	2019-09-22	Paper
\(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions Electronic Journal of Probability	2019-09-19	Paper
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	2019-09-19	Paper
Minimal and maximal bounded solutions for quadratic BSDEs with stochastic conditions	2019-07-16	Paper
Existence and uniqueness of solution to scalar BSDEs with $L\exp\left(\mu\sqrt{2\log(1+L)}\right)$-integrable terminal values: the critical case	2019-04-04	Paper
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	2018-10-26	Paper
Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions Stochastics and Dynamics	2018-10-11	Paper
\(L^p\) solutions for general time interval multidimensional BSDEs with weak monotonicity and general growth generators	2018-09-28	Paper
General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general \(g\)-supermartingales Stochastics	2018-09-04	Paper
A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications Statistics \& Probability Letters	2017-12-22	Paper
Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type Acta Mathematica Sinica, English Series	2017-09-12	Paper
Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators	2017-07-14	Paper
$L^1$ solutions to one-dimensional BSDEs with sublinear growth generators in $z$	2017-01-15	Paper
$L^p$ solutions of doubly reflected BSDEs under general assumptions	2017-01-15	Paper
\(L^p\) solutions of BSDEs with non-uniformly linear growth generators and general time interval Journal of Mathematical Research with Applications	2016-10-06	Paper
The existence theorem and comparison theorem for the minimal solution of backward doubly stochastic differential equations with discontinuous generators	2016-08-10	Paper
On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) Brazilian Journal of Probability and Statistics	2016-06-09	Paper
Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions Stochastic Processes and their Applications	2016-04-04	Paper
On the \(L^1\) solution for multidimensional BSDEs with uniformly continuous generators	2016-01-15	Paper
A stability theorem for solutions of a class of backward stochastic differential equations	2016-01-15	Paper
Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators Statistics \& Probability Letters	2015-12-30	Paper
A general existence and uniqueness result on multidimensional BSDEs	2015-10-28	Paper
\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators Journal of Mathematical Analysis and Applications	2015-09-09	Paper
MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS Bulletin of the Korean Mathematical Society	2015-04-17	Paper
\(L^p\) \((p\geq 1)\) solutions of multidimensional BSDEs with monotone generators in general time intervals Stochastics and Dynamics	2015-01-30	Paper
\(L^p\) solutions to multidimensional backward stochastic differential equations with uniformly continuous generators Chinese Annals of Mathematics. Series A	2014-11-03	Paper
A representation theorem of generators for BSDEs with an infinite time interval Journal of East China Normal University. Natural Science Edition	2014-11-03	Paper
\(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators Journal of Applied Mathematics and Computing	2014-08-05	Paper
Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type Frontiers of Mathematics in China	2013-11-18	Paper
Multidimensional BSDEs with weak monotonicity and general growth generators Acta Mathematica Sinica, English Series	2013-11-15	Paper
An existence and uniqueness result of \(L^1\) solutions to multidimensional BSDEs with a finite and an infinite time interval	2013-06-20	Paper
A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators Statistics \& Probability Letters	2013-05-13	Paper
\(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators Bulletin des Sciences Mathématiques	2013-03-15	Paper
One-dimensional BSDEs with monotonic, Hölder continuous and integrable parameters	2013-01-24	Paper
\(L^p\) solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients Stochastics	2012-12-13	Paper
One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators Statistics \& Probability Letters	2012-09-21	Paper
On the Levi type theorem for maximal solutions of BSDEs with a left-Lipschitz generator Journal of Shandong University. Natural Science	2012-06-01	Paper
A generalized comparison theorem for BSDEs and its applications Journal of Theoretical Probability	2012-04-26	Paper
An existence and uniqueness result for BSDEs with uniformly continuous generators in \(z\)	2012-01-27	Paper
scientific article; zbMATH DE number 6001255 (Why is no real title available?)	2012-01-27	Paper
Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes Electronic Journal of Probability	2011-09-09	Paper
One-dimensional BSDEs with finite and infinite time horizons Stochastic Processes and their Applications	2011-07-08	Paper
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	2011-06-22	Paper
scientific article; zbMATH DE number 5845892 (Why is no real title available?)	2011-02-05	Paper
scientific article; zbMATH DE number 5846109 (Why is no real title available?)	2011-02-05	Paper
A class of BSDE with integrable parameters Statistics \& Probability Letters	2010-12-20	Paper
A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes Journal of Computational and Applied Mathematics	2010-10-11	Paper
Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators Comptes Rendus. Mathématique. Académie des Sciences, Paris	2010-07-20	Paper
Finite and infinite time interval BSDEs with non-Lipschitz coefficients Statistics \& Probability Letters	2010-05-28	Paper
Monotonic limit properties for solutions of BSDEs with continuous coefficients International Journal of Mathematics and Mathematical Sciences	2010-04-20	Paper
Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) Comptes Rendus. Mathématique. Académie des Sciences, Paris	2010-02-12	Paper
A note on Jensen's inequality for BSDEs Acta Mathematica Sinica, English Series	2009-12-11	Paper
Moment inequality and Hölder inequality for BSDEs Acta Mathematicae Applicatae Sinica. English Series	2009-11-13	Paper
Jensen's inequality for \(g\)-expectation on semi-positive definite (semi-negative definite) bivariate function	2009-03-06	Paper
An adapted solution of a class of BSDE	2008-11-24	Paper
Jensen's inequality for filtration consistent nonlinear expectation without domination condition Journal of Mathematical Analysis and Applications	2008-07-10	Paper
A limit theorem for solutions to BSDEs in the space of processes Statistics \& Probability Letters	2008-06-11	Paper
Properties of \(L^p\) solutions of backward stochastic differential equations	2008-06-03	Paper
Properties of solutions of BSDEs with integrable parameters Acta Mathematicae Applicatae Sinica. English Series	2008-03-31	Paper
Jensen's inequality for \(g\)-expectation	2008-01-14	Paper
Continuous dependence properties on solutions of backward stochastic differential equation Journal of Applied Mathematics and Computing	2007-10-22	Paper
A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions Acta Mathematica Sinica, English Series	2007-10-12	Paper
A converse comparison theorem for backward stochastic differential equations	2006-11-20	Paper
scientific article; zbMATH DE number 2186106 (Why is no real title available?)	2005-07-04	Paper
On the existence and uniqueness of unbounded solutions to quadratic BSDEs with monotonic-convex generators	N/A	Paper
Existence, uniqueness and comparison theorem on unbounded solutions of general time interval BSDEs with sub-quadratic generators	N/A	Paper
Random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs	N/A	Paper
Dual Representation of Unbounded Dynamic Concave Utilities	N/A	Paper