| Publication | Date of Publication | Type |
|---|
Inequalities for independent random vectors under sublinear expectations
Electronic Communications in Probability | 2026-02-24 | Paper |
G-Bessel processes and related properties
Acta Mathematica Scientia. Series B. (English Edition) | 2026-02-10 | Paper |
Relationship between stochastic maximum principle and dynamic programming principle under convex expectation
Applied Mathematics and Optimization | 2025-08-21 | Paper |
Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion
Stochastics and Dynamics | 2025-01-17 | Paper |
BSDEs driven by \(G\)-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs
Transactions of the American Mathematical Society | 2024-07-04 | Paper |
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems
Mathematics of Operations Research | 2024-02-27 | Paper |
| A BSDE approach to the asymmetric risk-sensitive optimization and its applications | 2023-05-16 | Paper |
A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation
Probability, Uncertainty and Quantitative Risk | 2023-04-26 | Paper |
| Maximum principle for discrete-time stochastic optimal control problem under distribution uncertainty | 2022-06-26 | Paper |
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators
SIAM Journal on Control and Optimization | 2022-06-17 | Paper |
Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation
ESAIM: Control, Optimisation and Calculus of Variations | 2022-06-08 | Paper |
Convergence rate of Peng's law of large numbers under sublinear expectations
Probability, Uncertainty and Quantitative Risk | 2022-06-03 | Paper |
Extended conditional \(G\)-expectations and related stopping times
Probability, Uncertainty and Quantitative Risk | 2022-06-03 | Paper |
| BSDEs driven by G-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs | 2022-05-18 | Paper |
A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation
(available as arXiv preprint) | 2022-04-30 | Paper |
Infinite horizon BSDEs under consistent nonlinear expectations
Bulletin des Sciences Mathématiques | 2022-01-28 | Paper |
An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion
Journal of Mathematical Analysis and Applications | 2022-01-21 | Paper |
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs
Stochastic Processes and their Applications | 2021-11-02 | Paper |
| A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of $\alpha$-stable limit theorem under sublinear expectation | 2021-07-23 | Paper |
Explicit positive solutions to \(G\)-heat equations and the application to \(G\)-capacities
Journal of Differential Equations | 2021-07-21 | Paper |
\(G\)-Lévy processes under sublinear expectations
Probability, Uncertainty and Quantitative Risk | 2021-07-06 | Paper |
An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion
Applied Numerical Mathematics | 2021-06-03 | Paper |
Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems
ESAIM: Control, Optimisation and Calculus of Variations | 2021-03-17 | Paper |
BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition
Journal of Mathematical Analysis and Applications | 2020-10-23 | Paper |
| An Effective Discrete Recursive Method for Stochastic Optimal Control Problems | 2020-07-13 | Paper |
Maximum principle for stochastic recursive optimal control problem under model uncertainty
SIAM Journal on Control and Optimization | 2020-05-26 | Paper |
Stochastic global maximum principle for optimization with recursive utilities
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
| Numerical Schemes for Backward Stochastic Differential Equations Driven by $G$-Brownian motion | 2019-11-29 | Paper |
The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equation
SIAM Journal on Control and Optimization | 2019-11-27 | Paper |
Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion
Journal of Mathematical Analysis and Applications | 2019-10-04 | Paper |
| Explicit $\theta$-Schemes for Solving Anticipated Backward Stochastic Differential Equations | 2019-06-04 | Paper |
| Linear quadratic problems for fully coupled forward-backward stochastic control systems | 2019-02-26 | Paper |
| A note on the global stochastic maximum principle for fully coupled forward-backward stochastic systems | 2018-12-22 | Paper |
Ergodic BSDEs driven by \(G\)-Brownian motion and applications
Stochastics and Dynamics | 2018-12-10 | Paper |
A global stochastic maximum principle for fully coupled forward-backward stochastic systems
SIAM Journal on Control and Optimization | 2018-11-30 | Paper |
Stochastic optimal control problem with infinite horizon driven by \(G\)-Brownian motion
ESAIM: Control, Optimisation and Calculus of Variations | 2018-11-07 | Paper |
| On the strong Markov property for stochastic differential equations driven by $G$-Brownian motion | 2017-08-07 | Paper |
Stein type characterization for \(G\)-normal distributions
Electronic Communications in Probability | 2017-05-02 | Paper |
Stein type characterization for \(G\)-normal distributions
Electronic Communications in Probability | 2017-05-02 | Paper |
Product space for two processes with independent increments under nonlinear expectations
Electronic Communications in Probability | 2017-02-07 | Paper |
Product space for two processes with independent increments under nonlinear expectations
Electronic Communications in Probability | 2017-02-07 | Paper |
Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion
Stochastic Processes and their Applications | 2016-11-30 | Paper |
Quasi-continuous random variables and processes under the \(G\)-expectation framework
Stochastic Processes and their Applications | 2016-05-27 | Paper |
Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity
SIAM Journal on Control and Optimization | 2016-04-11 | Paper |
Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes
Electronic Communications in Probability | 2015-08-17 | Paper |
A stochastic recursive optimal control problem under the G-expectation framework
Applied Mathematics and Optimization | 2015-01-14 | Paper |
Independence under the \(G\)-expectation framework
Journal of Theoretical Probability | 2014-11-17 | Paper |
| Ergodic BSDEs driven by G-Brownian motion and their applications | 2014-07-23 | Paper |
Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications
Abstract and Applied Analysis | 2014-06-23 | Paper |
Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
Stochastic Processes and their Applications | 2014-02-07 | Paper |
Backward stochastic differential equations driven by \(G\)-Brownian motion
Stochastic Processes and their Applications | 2014-02-06 | Paper |
The domination of \(g\)-evaluations and Choquet evaluations
Acta Mathematica Sinica, English Series | 2013-05-14 | Paper |
| A note on pricing of contingent claims under G-expectation | 2013-03-18 | Paper |
Explicit solutions of the \(G\)-heat equation for a class of initial conditions
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-10-11 | Paper |
| The Independence under Sublinear Expectations | 2011-07-02 | Paper |
Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
Potential Analysis | 2011-02-14 | Paper |
On the integral representation of \(g\)-expectations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-05-26 | Paper |
On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
| Choquet expectations and g-expectations with multi-dimensional Brownian motion | 2009-10-13 | Paper |
The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
Statistics & Probability Letters | 2009-03-02 | Paper |
$ G $-Bessel processes and related properties
(available as arXiv preprint) | N/A | Paper |
