Author

Ying Yang

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Preprint Oct 2026

Backward stochastic partial differential equations with unbounded random coefficients

We study a linear backward stochastic partial differential equation with unbounded observation-adapted random coefficients, motivated by the duality approach to nonlinear filtering. The coefficients depend predictably on the observation history through a control with almost surely finite time-integrated squared norm. T...

Jie Xiong, Wen Xu, Zuo-Quan Xu et al. · 0 citations

Preprint Sep 2026

Uniqueness and stability of nonlinear filtering equations with unbounded random coefficients

We study a multidimensional nonlinear filtering model whose coefficients depend on a given observation-adapted predictable process and whose observation drift may grow linearly in both the state and the random input. Due to the unboundedness of the observation drift, a global reference measure is not available. To over...

Jie Xiong, Wen Xu, Ying Yang · 1 citation