De-Jian Tian

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal Risk Sharing for Maxmin Choquet Expected Utility Model	2024-04-22	Paper
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints	2023-11-21	Paper
Pricing Principle via Tsallis Relative Entropy in Incomplete Markets	2023-03-31	Paper
A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations	2022-09-30	Paper
L^p solutions of anticipated BSDEs with weak monotonicity and general growth generators	2022-07-01	Paper
L^p (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients	2022-05-23	Paper
Portfolio choices: comparative statics under both expected return and volatility uncertainty	2021-12-01	Paper
Generalized entropic risk measures and related BSDEs	2021-11-12	Paper
\(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients	2021-08-19	Paper
A generalized stochastic differential utility driven by \(G\)-Brownian motion	2020-06-18	Paper
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs	2020-05-26	Paper
A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems	2020-05-18	Paper
Representation theorems for WVaR with respect to a capacity	2020-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q5198277	2019-10-02	Paper
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients	2019-09-05	Paper
Comparative statics under κ‐ambiguity for log‐Brownian asset prices	2018-09-04	Paper
Stochastic differential games with state constraints and Isaacs equations with nonlinear Neumann problems	2017-05-11	Paper
Uncertainty orders on the sublinear expectation space	2016-10-04	Paper
On the minimal members of convex expectations with constraints	2016-03-17	Paper
Quasiconvex risk statistics with scenario analysis	2015-04-29	Paper
https://portal.mardi4nfdi.de/entity/Q5498181	2015-02-11	Paper
Optimal risk-sharing under mutually singular beliefs	2014-12-09	Paper
https://portal.mardi4nfdi.de/entity/Q5165839	2014-06-30	Paper
\(L^p\) solutions to backward stochastic differential equations with discontinuous generators	2013-05-13	Paper
A note on convex risk statistic	2013-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q3014501	2011-07-19	Paper
One-dimensional BSDEs with finite and infinite time horizons	2011-07-08	Paper
On the existence of solutions to BSDEs with generalized uniformly continuous generators	2010-05-05	Paper

Research outcomes over time

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