| Publication | Date of Publication | Type |
|---|
Reflected backward stochastic differential equations with rough drivers
Stochastic Processes and their Applications | 2026-02-27 | Paper |
Optimal multiple stopping problem with irregular reward
Journal of Applied Probability | 2025-11-28 | Paper |
Reflected BSDEs driven by G-Brownian motion with non-Lipschitz coefficients
Stochastics and Dynamics | 2025-10-06 | Paper |
Stochastic representation under filtration-consistent nonlinear expectations
Stochastics | 2025-08-22 | Paper |
Irreversible investment under endowment constraints
Acta Mathematicae Applicatae Sinica. English Series | 2025-07-18 | Paper |
An iterative method for the multiple stopping problem under Knightian uncertainty
Theory of Probability and its Applications | 2025-05-12 | Paper |
Optimal stopping and optimal multiple stopping problem without aggregation of reward family
Mathematical Control and Related Fields | 2025-02-27 | Paper |
Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators
Journal of Theoretical Probability | 2024-08-24 | Paper |
Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients
Stochastics and Dynamics | 2024-05-17 | Paper |
Optimal consumption for recursive preferences with local substitution -- the case of certainty
Journal of Mathematical Economics | 2024-02-05 | Paper |
| Backward Stochastic Differential Equations with Double Mean Reflections | 2023-07-12 | Paper |
| The Skorokhod problem with two nonlinear constraints | 2023-06-29 | Paper |
| Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections | 2023-06-15 | Paper |
Optimal multiple stopping problem under nonlinear expectation
Advances in Applied Probability | 2023-05-05 | Paper |
| Reflected BSDEs driven by G-Brownian motion with non-Lipschitz coefficients | 2022-12-22 | Paper |
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
Advances in Applied Probability | 2022-12-13 | Paper |
| The Cox-Ingersoll-Ross process under volatility uncertainty | 2022-11-11 | Paper |
Stochastic representation under \(g\)-expectation and applications: the discrete time case
Journal of Mathematical Analysis and Applications | 2022-10-13 | Paper |
Martingale inequalities under \(G\)-expectation and their applications
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-15 | Paper |
Optimal multiple stopping problems under g-expectation
Applied Mathematics and Optimization | 2022-04-22 | Paper |
Stochastic representation under g-expectation and applications: the discrete time case
(available as arXiv preprint) | 2022-01-19 | Paper |
Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections
Journal of Theoretical Probability | 2021-11-17 | Paper |
A Knightian irreversible investment problem
Journal of Mathematical Analysis and Applications | 2021-11-17 | Paper |
Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle
Stochastic Processes and their Applications | 2021-02-18 | Paper |
| Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty | 2020-11-08 | Paper |
Stochastic optimal control problem with obstacle constraints in sublinear expectation framework
Journal of Optimization Theory and Applications | 2019-10-02 | Paper |
| Optimal Stopping under G-expectation | 2018-12-20 | Paper |
Supermartingale decomposition theorem under \(G\)-expectation
Electronic Journal of Probability | 2018-08-24 | Paper |
Supermartingale decomposition theorem under \(G\)-expectation
Electronic Journal of Probability | 2018-08-24 | Paper |
Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
Science China. Mathematics | 2018-03-16 | Paper |
| Reflected Solutions of BSDEs Driven by G-Brownian Motion | 2017-05-31 | Paper |
Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes
Electronic Communications in Probability | 2015-08-17 | Paper |
Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles
(available as arXiv preprint) | N/A | Paper |
Multi-dimensional reflected BSDEs driven by G-Brownian motion with diagonal generators
(available as arXiv preprint) | N/A | Paper |
Propagation of chaos for doubly mean reflected BSDEs
(available as arXiv preprint) | N/A | Paper |
