Guomin Liu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multi-dimensional reflected BSDEs driven by G-Brownian motion with diagonal generators (available as arXiv preprint)	N/A	Paper
Maximum principle for recursive optimal control problem of stochastic delay evolution equations (available as arXiv preprint)	N/A	Paper
Multi-dimensional G-backward stochastic differential equations with random horizon Journal of Theoretical Probability	2025-10-29	Paper
On the strong Markov property for stochastic differential equations driven by G-Brownian motion Stochastic Processes and their Applications	2025-02-14	Paper
Multi-dimensional reflected backward stochastic differential equations driven by $G$-Brownian motion with diagonal generators Journal of Theoretical Probability	2024-08-24	Paper
Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities SIAM Journal on Control and Optimization	2023-11-29	Paper
Multi-dimensional BSDEs driven by $G$-Brownian motion and related system of fully nonlinear PDEs Stochastics	2022-07-05	Paper
Finite-time boundedness and control of positive coupled differential-difference equations with bounded time-varying delay Journal of the Franklin Institute	2021-12-07	Paper
Stabilization of positive coupled differential-difference equations with unbounded time-varying delays Optimal Control Applications & Methods	2021-07-22	Paper
Exit times for semimartingales under nonlinear expectation Stochastic Processes and their Applications	2021-02-18	Paper
Girsanov theorem for $G$-Brownian motion: the degenerate case Journal of Theoretical Probability	2021-02-04	Paper
Local time and Tanaka formula of $G$-martingales Applied Mathematics. Series B (English Edition)	2020-05-19	Paper
Lévy's martingale characterization and reflection principle of $G$-Brownian motion Journal of Mathematical Analysis and Applications	2019-10-04	Paper
BSDEs with mean reflection driven by G-Brownian motion Journal of Mathematical Analysis and Applications	2018-10-19	Paper
On the exit times of SDEs driven by $G$-Brownian motion	2018-04-16	Paper
On the strong Markov property for stochastic differential equations driven by G-Brownian motion	2017-08-07	Paper
Product space for two processes with independent increments under nonlinear expectations Electronic Communications in Probability	2017-02-07	Paper
Product space for two processes with independent increments under nonlinear expectations Electronic Communications in Probability	2017-02-07	Paper

Research outcomes over time

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