Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
On representation theorem of G-expectations and paths of G-Brownian motion | Acta Mathematicae Applicatae Sinica, English Series |
| 105 | 2009 |
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation | Stochastic Processes and their Applications |
| 338 | 2008 |
Nonlinear expectations and nonlinear Markov chains | 2005 | |||
On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand | 2000 | |||
On estimates of the minimum of a solution of a parabolic equation and estimates of the distribution of a semimartingale | 1987 |
Category | Category Repetition |
---|---|
Science: Mathematics | 6 |
Science: Mathematics: Probabilities. Mathematical statistics | 5 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
The Cox-Ingersoll-Ross process under volatility uncertainty | Journal of Mathematical Analysis and Applications |
| 2024 | |
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients | Statistics & Probability Letters |
| 2024 | |
Conditional Strong Law of Large Numbers under G-Expectations | Symmetry |
| 2024 | |
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty | Optimal Control Applications and Methods |
| 2023 | |
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition | Journal of Theoretical Probability |
| 2023 |