Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Jensen's inequality for g-expectation, Part 2 | Comptes Rendus. Mathématique |
| 20 | 2003 |
Jensen's inequality for g-expectation: part 1 | Comptes Rendus. Mathématique |
| 33 | 2003 |
Filtration-consistent nonlinear expectations and related g-expectations | Probability Theory and Related Fields |
| 141 | 2002 |
Ambiguity, Risk, and Asset Returns in Continuous Time | Econometrica |
| 677 | 2002 |
10.1214/ECP.v5-1025 | 2000 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
The minimum mean square estimator of integrable variables under sublinear operators | Stochastics |
| 3 | 2019 |
The least squares estimator of random variables under sublinear expectations | Journal of Mathematical Analysis and Applications |
| 8 | 2017 |
A class of backward doubly stochastic differential equations with discontinuous coefficients | Acta Mathematicae Applicatae Sinica, English Series |
| 2 | 2011 |
Moment inequality and Hölder inequality for BSDEs | Acta Mathematicae Applicatae Sinica, English Series |
| 2008 | |
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation | Stochastic Processes and their Applications |
| 338 | 2008 |