| Publication | Date of Publication | Type |
|---|
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle
Stochastics | 2024-12-03 | Paper |
A stochastic linear-quadratic differential game with time-inconsistency
Electronic Research Archive | 2023-04-18 | Paper |
Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
Journal of Mathematical Analysis and Applications | 2022-10-13 | Paper |
Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise
Journal of Function Spaces | 2022-09-09 | Paper |
BSDEs and SDEs with time-advanced and -delayed coefficients
Stochastics | 2022-07-08 | Paper |
| On the necessary and sufficient conditions for Peng's law of large numbers under sublinear expectations | 2021-06-01 | Paper |
Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
Journal of Mathematical Analysis and Applications | 2020-04-17 | Paper |
| Randomly weighted sums for negatively associated random variables with heavy tails | 2020-03-06 | Paper |
Weak laws of large numbers for sublinear expectation
Mathematical Control and Related Fields | 2019-07-03 | Paper |
Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process
Frontiers of Mathematics in China | 2018-10-04 | Paper |
On optimal stopping and free boundary problems under ambiguity
Statistics & Probability Letters | 2018-06-20 | Paper |
Comonotonic random sets and its additivity of Choquet integrals
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2018-01-11 | Paper |
Fubini-like theorem of real-valued Choquet integrals for set-valued mappings
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2018-01-11 | Paper |
Strong laws of large numbers for sub-linear expectation without independence
Communications in Statistics: Theory and Methods | 2017-10-10 | Paper |
Malliavin method for optimal investment in financial markets with memory
Open Mathematics | 2016-10-04 | Paper |
| Time-Inconsistent Stochastic Linear-quadratic Differential Game | 2016-07-03 | Paper |
Almost periodic solutions for stochastic differential equations driven by \(G\)-Brownian motion
Communications in Statistics: Theory and Methods | 2016-01-05 | Paper |
Strong law of large numbers for upper set-valued and fuzzy-set valued probability
Mathematical Control and Related Fields | 2015-07-30 | Paper |
Anticipated backward stochastic differential equations driven by the Teugels martingales
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
Harnack inequality for mean-field stochastic differential equations
Statistics & Probability Letters | 2013-11-29 | Paper |
Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest
Frontiers of Mathematics in China | 2010-12-10 | Paper |
| Conditions for the uniformly tail-asymptotic relationship of the weighted sum of random variables with heavy tails | 2010-02-12 | Paper |
The finite-time ruin probability for ND claims with constant interest force
Statistics & Probability Letters | 2008-11-25 | Paper |
