Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Controlled diffusion mean field games with common noise, and Mckean-Vlasov second order backward SDEs | 2022 | |||
Random horizon principal–agent problems | SIAM Journal on Control and Optimization |
| 2022 | |
Extended conditional <i>G</i>-expectations and related stopping times | Probability, Uncertainty and Quantitative Risk |
| 2 | 2021 |
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions | Comptes Rendus. Mathématique |
| 8 | 2020 |
Exit times for semimartingales under nonlinear expectation | Stochastic Processes and their Applications |
| 9 | 2020 |
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 | |
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients | Statistics & Probability Letters |
| 2024 | |
Quadratic BSDEs with mean reflection driven by G-brownian motion | Stochastics and Dynamics |
| 2023 |
Category | Category Repetition |
---|---|
Science: Mathematics: Probabilities. Mathematical statistics | 3 |
Science: Mathematics | 3 |