| Publication | Date of Publication | Type |
|---|
| Imbalanced binary classification under distribution uncertainty | 2024-04-18 | Paper |
| Survey on path-dependent PDEs | 2024-01-04 | Paper |
| G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics | 2023-07-26 | Paper |
| A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation | 2023-04-26 | Paper |
| Maximally Distributed Random Fields under Sublinear Expectation | 2022-11-15 | Paper |
| Solving stochastic optimal control problem via stochastic maximum principle with deep learning method | 2022-09-28 | Paper |
| Extended conditional \(G\)-expectations and related stopping times | 2022-06-03 | Paper |
| Optimal unbiased estimation for maximal distribution | 2022-06-03 | Paper |
| A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation | 2022-04-30 | Paper |
| Theory, methods and meaning of nonlinear expectation theory | 2022-03-21 | Paper |
| Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion | 2022-03-17 | Paper |
| \(G\)-Lévy processes under sublinear expectations | 2021-07-06 | Paper |
| Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle | 2021-02-18 | Paper |
| Law of large numbers and central limit theorem under nonlinear expectations | 2020-02-17 | Paper |
| A hypothesis-testing perspective on the \(G\)-normal distribution theory | 2020-01-20 | Paper |
| Limit theorems with rate of convergence under sublinear expectations | 2019-09-25 | Paper |
| Nonlinear Expectations and Stochastic Calculus under Uncertainty | 2019-09-17 | Paper |
| Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$ | 2019-07-17 | Paper |
| Three algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning | 2019-07-11 | Paper |
| Supermartingale decomposition theorem under \(G\)-expectation | 2018-08-24 | Paper |
| Martingale problem under nonlinear expectations | 2018-04-16 | Paper |
| On the exit times of SDEs driven by $G$-Brownian motion | 2018-04-16 | Paper |
| Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion | 2018-03-16 | Paper |
| Mean-field stochastic differential equations and associated PDEs | 2017-10-24 | Paper |
| Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths | 2017-06-29 | Paper |
| Reflected Solutions of BSDEs Driven by G-Brownian Motion | 2017-05-31 | Paper |
| Stein type characterization for \(G\)-normal distributions | 2017-05-02 | Paper |
| BSDE, path-dependent PDE and nonlinear Feynman-Kac formula | 2016-07-06 | Paper |
| A complete representation theorem for G-martingales | 2016-06-10 | Paper |
| \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE | 2016-01-12 | Paper |
| Wong-Zakai Approximation for SDEs Driven by $G-$Brownian Motion | 2015-10-31 | Paper |
| A biographical note and tribute to Xunjing Li on his 80th birthday | 2015-07-30 | Paper |
| Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents | 2014-07-30 | Paper |
| Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion | 2014-02-07 | Paper |
| Backward stochastic differential equations driven by \(G\)-Brownian motion | 2014-02-06 | Paper |
| Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: convergence and simulations | 2013-07-04 | Paper |
| Constrained BSDEs, viscosity solutions of variational inequalities and their applications | 2013-03-21 | Paper |
| A Note on $G$- Optimal Stopping Problems | 2012-11-03 | Paper |
| Representation of the penalty term of dynamic concave utilities | 2011-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3096569 | 2011-11-11 | Paper |
| Reflected BSDE with a constraint and its applications in an incomplete market | 2011-09-02 | Paper |
| Stopping times and related Itô's calculus with \(G\)-Brownian motion | 2011-07-08 | Paper |
| Note on Viscosity Solution of Path-Dependent PDE and G-Martingales | 2011-06-06 | Paper |
| Sublinear Expectations and Martingales in discrete time | 2011-04-28 | Paper |
| Maximum Principle for Backward Doubly Stochastic Control Systems with Applications | 2011-03-21 | Paper |
| Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths | 2011-02-14 | Paper |
| On controllability for stochastic control systems when the coefficient is time-variant | 2010-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3574225 | 2010-07-09 | Paper |
| Tightness, weak compactness of nonlinear expectations and application to CLT | 2010-06-13 | Paper |
| Backward Stochastic Differential Equation Driven by Fractional Brownian Motion | 2010-06-10 | Paper |
| Jensen's inequality for \(g\)-convex function under \(g\)-expectation | 2010-04-12 | Paper |
| Some Estimates for Martingale Representation under G-Expectation | 2010-04-07 | Paper |
| BSDEs with random default time and related zero-sum stochastic differential games | 2010-03-17 | Paper |
| Nonlinear Expectations and Stochastic Calculus under Uncertainty | 2010-02-24 | Paper |
| Viability property on Riemannian manifolds | 2009-12-22 | Paper |
| Error estimates of the \(\theta\)-scheme for backward stochastic differential equations | 2009-12-16 | Paper |
| Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations | 2009-12-07 | Paper |
| On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion | 2009-11-13 | Paper |
| Mean-field backward stochastic differential equations and related partial differential equations | 2009-10-13 | Paper |
| Mean-field backward stochastic differential equations: A limit approach | 2009-08-21 | Paper |
| Anticipated backward stochastic differential equations | 2009-07-28 | Paper |
| Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations | 2009-03-09 | Paper |
| The viability property of controlled jump diffusion processes | 2009-01-26 | Paper |
| Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation | 2009-01-16 | Paper |
| Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations | 2008-09-29 | Paper |
| Maximum principle for viscosity solutions on Riemannian manifolds | 2008-06-29 | Paper |
| Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection | 2008-06-10 | Paper |
| Convergence of solutions of discrete reflected backward SDE's and simulations | 2008-05-26 | Paper |
| A New Central Limit Theorem under Sublinear Expectations | 2008-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436616 | 2008-01-17 | Paper |
| G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty | 2007-11-18 | Paper |
| On the set of solutions of a BSDE with continuous coefficient | 2007-04-16 | Paper |
| Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition | 2006-11-28 | Paper |
| On the comparison theorem for multidimensional BSDEs | 2006-08-14 | Paper |
| Modelling Derivatives Pricing Mechanisms with Their Generating Functions | 2006-05-22 | Paper |
| Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations | 2006-04-28 | Paper |
| Determination of a controllable set for a class of non‐linear stochastic control systems | 2005-10-13 | Paper |
| The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles | 2005-08-04 | Paper |
| Nonlinear expectations and nonlinear Markov chains | 2005-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4657107 | 2005-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159200 | 2005-02-15 | Paper |
| Filtration consistent nonlinear expectations and evaluations of contingent claims | 2005-01-25 | Paper |
| Dynamically Consistent Nonlinear Evaluations and Expectations | 2005-01-24 | Paper |
| Dynamical evaluations | 2005-01-13 | Paper |
| Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. | 2004-09-07 | Paper |
| Existence of stochastic control under state constraints | 2004-03-28 | Paper |
| Exact controllability of stochastic control systems with control energy constraint | 2004-02-24 | Paper |
| A type of time-symmetric forward-backward stochastic differential equations | 2003-09-15 | Paper |
| A dynamic maximum principle for the optimization of recursive utilities under constraints. | 2003-05-06 | Paper |
| Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. | 2003-05-06 | Paper |
| Duplicating and pricing contingent claims with constrained portfolios | 2003-02-28 | Paper |
| Filtration-consistent nonlinear expectations and related \(g\)-expectations | 2002-12-01 | Paper |
| A general converse comparison theorem for backward stochastic differential equations | 2002-10-07 | Paper |
| Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems | 2002-09-05 | Paper |
| Infinite horizon forward-backward stochastic differential equations | 2002-08-29 | Paper |
| Continuous properties of \(g\)-martingales | 2002-03-04 | Paper |
| Smallest \(g\)-supersolution for BSDE with continuous drift coefficients | 2002-03-03 | Paper |
| Open problems on backward stochastic differential equations | 2002-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792527 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4504537 | 2001-05-21 | Paper |
| A general downcrossing inequality for \(g\)-martingales | 2001-02-05 | Paper |
| Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type | 2001-01-22 | Paper |
| Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs | 2001-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4504541 | 2001-01-04 | Paper |
| A converse comparison theorem for BSDEs and related properties of \(g\)-expectation | 2000-12-14 | Paper |
| Stationary backward stochastic differential equations and associated partial differential equations | 2000-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263608 | 2000-06-07 | Paper |
| Infinite horizon boundary value problems and applications | 2000-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4236619 | 1999-11-08 | Paper |
| Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control | 1999-06-24 | Paper |
| Reflected solutions of backward SDE's, and related obstacle problems for PDE's | 1998-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391579 | 1998-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357507 | 1998-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357505 | 1998-08-09 | Paper |
| Backward Stochastic Differential Equations in Finance | 1998-04-05 | Paper |
| A stability theorem of backward stochastic differential equations and its application | 1997-07-23 | Paper |
| Maximum principle for optimal control of stochastic system of functional type | 1997-06-10 | Paper |
| Solution of forward-backward stochastic differential equations | 1996-01-25 | Paper |
| A linear quadratic optimal control problem with disturbances -- an algebraic Riccati equation and differential games approach | 1995-07-18 | Paper |
| Backward doubly stochastic differential equations and systems of quasilinear SPDEs | 1994-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280514 | 1994-02-24 | Paper |
| Backward stochastic differential equations and applications to optimal control | 1993-06-29 | Paper |
| A global representation of all solutions to a nonlinear equation and its applications | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029028 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4019862 | 1993-01-16 | Paper |
| Maximum principle for semilinear stochastic evolution systems | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4009365 | 1992-09-27 | Paper |
| Determination of a controllable set for a controlled dynamic system | 1992-09-27 | Paper |
| Stochastic Hamilton–Jacobi–Bellman Equations | 1992-06-28 | Paper |
| A Generalized dynamic programming principle and hamilton-jacobi-bellman equation | 1992-06-28 | Paper |
| Adapted solution of a backward semilinear stochastic evolution equation | 1992-06-27 | Paper |
| Probabilistic interpretation for systems of quasilinear parabolic partial differential equations | 1992-06-27 | Paper |
| Rejecting Outliers Based on Correspondence Manifold | 1991-01-01 | Paper |
| A General Stochastic Maximum Principle for Optimal Control Problems | 1990-01-01 | Paper |
| Maximum principle for semilinear stochastic evolution control systems | 1990-01-01 | Paper |
| Adapted solution of a backward stochastic differential equation | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479110 | 1990-01-01 | Paper |
| Analyse Asymptotique et Probleme Homogeneise en Controle Optimal avec Vibrations Rapides | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3721294 | 1986-01-01 | Paper |
| The existence problem of optimal control for nonlinear processes | 1983-01-01 | Paper |
