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    Article

    Representation Theorem for Generators of Quadratic BSDEs

    In this paper, we establish a general representation theorem for generator of backward stochastic differential equation (BSDE), whose generator has a quadratic growth in z. As some applications, we obtain a gener...

    Shi-qiu Zheng, Shou-mei Li in Acta Mathematicae Applicatae Sinica, English Series (2018)

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    Article

    Strong solution of Itô type set-valued stochastic differential equation

    In this paper, we shall firstly illustrate why we should introduce an Itô type set-valued stochastic differential equation and why we should notice the almost everywhere problem. Secondly we shall give a clear...

    Jun Gang Li, Shou Mei Li, Yukio Ogura in Acta Mathematica Sinica, English Series (2010)