The following pages link to Yi-Qing Lin (Q477469):
Displayed 30 items.
- (Q233997) (redirect page) (← links)
- Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion (Q266464) (← links)
- Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions (Q388844) (← links)
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients (Q477470) (← links)
- Combinatorial interior point methods for generalized network flow problems (Q1396212) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Strict comparison theorems under sublinear expectations (Q1674893) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Generalized Wasserstein distance and weak convergence of sublinear expectations (Q2360641) (← links)
- On properties of solutions to Black-Scholes-Barenblatt equations (Q2415166) (← links)
- A multi-objective supplier selection framework based on user-preferences (Q2669455) (← links)
- (Q2705642) (← links)
- A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- (Q3609327) (← links)
- On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
- Causal Transport in Discrete Time and Applications (Q4602344) (← links)
- (Q4795774) (← links)
- Random Horizon Principal-Agent Problems (Q5037495) (← links)
- Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
- A polynomial dual simplex algorithm fot the generalized circulation problem. (Q5957566) (← links)
- On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)
- Quadratic BSDEs with mean reflection driven by G-brownian motion (Q6090805) (← links)
- Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics (Q6126984) (← links)
- A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality (Q6270053) (← links)
- Quadratic exponential BSDEs driven by a marked point process (Q6456275) (← links)
- Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6456389) (← links)
- Reflected BSDE driven by a marked point process with a convex/concave generator (Q6457436) (← links)