The following pages link to Ming Shang Hu (Q1949670):
Displaying 45 items.
- (Q288835) (redirect page) (← links)
- Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
- Independence under the \(G\)-expectation framework (Q471533) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Product space for two processes with independent increments under nonlinear expectations (Q507790) (← links)
- Stein type characterization for \(G\)-normal distributions (Q524242) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- Explicit solutions of the \(G\)-heat equation for a class of initial conditions (Q714486) (← links)
- On the integral representation of \(g\)-expectations (Q974028) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
- The domination of \(g\)-evaluations and Choquet evaluations (Q1949671) (← links)
- Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- \(G\)-Lévy processes under sublinear expectations (Q2038276) (← links)
- Explicit positive solutions to \(G\)-heat equations and the application to \(G\)-capacities (Q2042678) (← links)
- An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
- BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
- Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs (Q2238887) (← links)
- Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
- Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion (Q2325965) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes (Q2517256) (← links)
- Convergence rate of Peng's law of large numbers under sublinear expectations (Q2671646) (← links)
- Extended conditional \(G\)-expectations and related stopping times (Q2671652) (← links)
- A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation (Q2699278) (← links)
- Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) (← links)
- Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
- Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
- Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
- Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems (Q6121648) (← links)
- $ G $-Bessel processes and related properties (Q6531273) (← links)
- BSDEs driven by \(G\)-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs (Q6567164) (← links)
- Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion (Q6665576) (← links)
- Maximum principle for stochastic optimal control problem under convex expectation (Q6741053) (← links)
- Relationship between stochastic maximum principle and dynamic programming principle under convex expectation (Q6744839) (← links)
- Inequalities for independent random vectors under sublinear expectations (Q6748893) (← links)
