| Publication | Date of Publication | Type |
|---|
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
| 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 |
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
| N/A | Paper |
Multi-dimensional reflected BSDEs driven by $G$-Brownian motion with diagonal generators
| N/A | Paper |
Propagation of chaos for doubly mean reflected BSDEs
| N/A | Paper |
