Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven byG-Brownian motion | Stochastic Processes and their Applications |
| 89 | 2014 |
Backward stochastic differential equations driven byG-Brownian motion | Stochastic Processes and their Applications |
| 96 | 2014 |
Financial markets with volatility uncertainty | Journal of Mathematical Economics |
| 46 | 2014 |
Stopping times and related Itô’s calculus with G-Brownian motion | Stochastic Processes and their Applications |
| 108 | 2011 |
Some properties on G-evaluation and its applications to G-martingale decomposition | Science China Mathematics |
| 90 | 2011 |
Category | Category Repetition |
---|---|
Science: Mathematics | 10 |
Science: Mathematics: Probabilities. Mathematical statistics | 9 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators | Journal of Theoretical Probability |
| 2024 | |
Generation of five-photon hyperentangled cluster state with three-photon GHZ state and Bell state via weak cross-Kerr nonlinearity | Quantum Information Processing |
| 2024 | |
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients | Statistics & Probability Letters |
| 2024 | |
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition | Journal of Theoretical Probability |
| 2023 | |
MEMS and MOEMS Gyroscopes: A Review | Photonic Sensors |
| 2023 |