On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions

Fan, Shengjun; Hu, Ying; Tang, Shanjian

Comptes Rendus. Mathématique, Volume 358 (2020) p. 227-235

Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain

Li, Juan; Tang, Shanjian

ESAIM: Control, Optimisation and Calculus of Variations, Volume 21 (2015) p. 1150-1177

Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations

Tang, Shanjian

Comptes Rendus. Mathématique, Volume 342 (2006) p. 773-778

Carleman inequality for backward stochastic parabolic equations with general coefficients

Tang, Shanjian; Zhang, Xu

Comptes Rendus. Mathématique, Volume 339 (2004) p. 775-780