Xuejun Shi

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Person:1714739

Available identifiers

zbMath Open shi.xuejunMaRDI QIDQ1714739

List of research outcomes





PublicationDate of PublicationType
\(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon2024-11-15Paper
Viability for Itô stochastic systems with non-Lipschitzian coefficients and its application2024-05-28Paper
Representation theorem and viability property for multidimensional BSDEs and their applications2023-11-08Paper
Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem2023-02-03Paper
Convexity and sublinearity of \(g\)-expectations2022-08-30Paper
Finite-time synchronization for chaotic neural networks with stochastic disturbances2022-06-01Paper
Representation of filtration-consistent nonlinear expectation by g-expectation in general framework2022-05-25Paper
Monotonic limit theorem for \({L^p}\)-semimartingales on general time horizon2019-10-02Paper
Dynamic risk measures for processes via backward stochastic differential equations2019-05-23Paper
Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient2019-02-01Paper
Some results on the representation of convex \(g\)-expectations2017-01-06Paper
Some properties of convex \(g\)-expectations2016-08-10Paper
Infinite time interval RBSDEs with non-Lipschitz coefficients2014-08-07Paper
Integrable solutions to BSDEs with quasi-Hölder continuous generators2014-06-30Paper
Penalization approach to one-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators2014-02-28Paper
One-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators2013-11-19Paper
\(L^p\) solutions for one-dimensional reflected backward stochastic differential equations with continuous generators2013-06-20Paper
\(L^p\) solutions to backward stochastic differential equations with discontinuous generators2013-05-13Paper

Research outcomes over time

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