| Publication | Date of Publication | Type |
|---|
The perturbation method applied to a robust optimization problem with constraint Mathematics and Financial Economics | 2024-08-28 | Paper |
Laplace principle for large population games with control interaction Stochastic Processes and their Applications | 2024-03-27 | Paper |
An FBSDE approach to market impact games with stochastic parameters Probability, Uncertainty and Quantitative Risk | 2022-06-03 | Paper |
Strong solutions of forward-backward stochastic differential equations with measurable coefficients Stochastic Processes and their Applications | 2022-01-17 | Paper |
Reflected BSDEs with time-delayed generators and nonlinear resistance Statistics & Probability Letters | 2020-10-12 | Paper |
A type of globally solvable BSDEs with triangularly quadratic generators Electronic Journal of Probability | 2020-09-29 | Paper |
Characterization of fully coupled FBSDE in terms of portfolio optimization Electronic Journal of Probability | 2020-05-29 | Paper |
Robust capped L1-norm twin support vector machine Neural Networks | 2020-05-27 | Paper |
Novel criteria to exclude the surrogate paradox and their optimalities Scandinavian Journal of Statistics | 2020-05-07 | Paper |
Criteria for multiple surrogates STATISTICA SINICA | 2019-08-01 | Paper |
Equilibrium strategies for alpha-maxmin expected utility maximization SIAM Journal on Financial Mathematics | 2019-07-26 | Paper |
Quadratic BSDEs with mean reflection Mathematical Control and Related Fields | 2019-07-03 | Paper |
Multidimensional Markovian FBSDEs with super-quadratic growth Stochastic Processes and their Applications | 2019-03-06 | Paper |
Viability for stochastic differential equations driven by \(G\)-Brownian motion Journal of Theoretical Probability | 2019-02-13 | Paper |
A new similarity measure of interval-valued intuitionistic fuzzy sets considering its hesitancy degree and applications in expert systems Mathematical Problems in Engineering | 2019-02-08 | Paper |
Information loss method to measure node similarity in networks Physica A | 2018-09-20 | Paper |
Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion Applicable Analysis | 2018-09-17 | Paper |
Causal mediation analysis for survival outcome with unobserved mediator-outcome confounders Computational Statistics and Data Analysis | 2018-08-15 | Paper |
A utility-based link prediction method in social networks European Journal of Operational Research | 2018-05-29 | Paper |
scientific article; zbMATH DE number 6831439 (Why is no real title available?) | 2018-01-29 | Paper |
Multidimensional quadratic BSDEs with separated generators Electronic Communications in Probability | 2017-10-25 | Paper |
Solvability of coupled FBSDEs with diagonally quadratic generators Stochastics and Dynamics | 2017-09-29 | Paper |
Graph state-based quantum secret sharing with the Chinese remainder theorem International Journal of Theoretical Physics | 2017-03-24 | Paper |
Solvability of multidimensional quadratic BSDEs | 2016-11-15 | Paper |
Utility maximization under \(g^\ast\)-expectation Stochastic Analysis and Applications | 2016-08-08 | Paper |
Exploring the characteristics of innovation adoption in social networks: structure, homophily, and strategy Entropy | 2016-05-10 | Paper |
Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance Frontiers of Mathematics in China | 2016-03-09 | Paper |
BSDEs on finite and infinite horizon with time-delayed generators | 2015-09-07 | Paper |
On the comparison theorem for multi-dimensional \(G\)-SDEs Statistics & Probability Letters | 2015-04-01 | Paper |
On monotonicity and order-preservation for multidimensional \(G\)-diffusion processes Stochastic Analysis and Applications | 2015-03-23 | Paper |
Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations Stochastic Processes and their Applications | 2014-09-04 | Paper |
A note on characterizations of G-normal distribution | 2014-02-19 | Paper |
Identifiability of intermediate variables on causal paths Frontiers of Mathematics in China | 2013-10-14 | Paper |
The perturbation method applied to a robust optimization problem with constraint | N/A | Paper |