Xuejun Shi

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
\(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon Acta Mathematicae Applicatae Sinica. English Series	2024-11-15	Paper
Viability for Itô stochastic systems with non-Lipschitzian coefficients and its application Communications in Statistics. Simulation and Computation	2024-05-28	Paper
Representation theorem and viability property for multidimensional BSDEs and their applications Probability, Uncertainty and Quantitative Risk	2023-11-08	Paper
Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem Communications in Statistics: Theory and Methods	2023-02-03	Paper
Convexity and sublinearity of \(g\)-expectations Statistics & Probability Letters	2022-08-30	Paper
Finite-time synchronization for chaotic neural networks with stochastic disturbances Advances in Difference Equations	2022-06-01	Paper
Representation of filtration-consistent nonlinear expectation by g-expectation in general framework Communications in Statistics: Theory and Methods	2022-05-25	Paper
Monotonic limit theorem for \({L^p}\)-semimartingales on general time horizon	2019-10-02	Paper
Dynamic risk measures for processes via backward stochastic differential equations Insurance Mathematics & Economics	2019-05-23	Paper
Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient Journal of Applied Mathematics	2019-02-01	Paper
Some results on the representation of convex \(g\)-expectations	2017-01-06	Paper
Some properties of convex \(g\)-expectations	2016-08-10	Paper
Infinite time interval RBSDEs with non-Lipschitz coefficients Journal of the Korean Statistical Society	2014-08-07	Paper
Integrable solutions to BSDEs with quasi-Hölder continuous generators	2014-06-30	Paper
Penalization approach to one-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators	2014-02-28	Paper
One-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators Journal of Jiangsu Normal University. Natural Science Edition	2013-11-19	Paper
\(L^p\) solutions for one-dimensional reflected backward stochastic differential equations with continuous generators	2013-06-20	Paper
\(L^p\) solutions to backward stochastic differential equations with discontinuous generators Statistics & Probability Letters	2013-05-13	Paper

Research outcomes over time

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