| Publication | Date of Publication | Type |
|---|
| Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems | 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 | 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 | 2022-06-17 | Paper |
| Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation | 2022-06-08 | Paper |
| Convergence rate of Peng's law of large numbers under sublinear expectations | 2022-06-03 | Paper |
| Extended conditional \(G\)-expectations and related stopping times | 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 | 2022-04-30 | Paper |
| Infinite horizon BSDEs under consistent nonlinear expectations | 2022-01-28 | Paper |
| An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion | 2022-01-21 | Paper |
| Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs | 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 | 2021-07-21 | Paper |
| \(G\)-Lévy processes under sublinear expectations | 2021-07-06 | Paper |
| An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion | 2021-06-03 | Paper |
| Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems | 2021-03-17 | Paper |
| BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition | 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 | 2020-05-26 | Paper |
| Stochastic global maximum principle for optimization with recursive utilities | 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 | 2019-11-27 | Paper |
| Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion | 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 | 2018-12-10 | Paper |
| A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems | 2018-11-30 | Paper |
| Stochastic optimal control problem with infinite horizon driven by G-Brownian motion | 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 | 2017-05-02 | Paper |
| Product space for two processes with independent increments under nonlinear expectations | 2017-02-07 | Paper |
| Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion | 2016-11-30 | Paper |
| Quasi-continuous random variables and processes under the \(G\)-expectation framework | 2016-05-27 | Paper |
| Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity | 2016-04-11 | Paper |
| Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes | 2015-08-17 | Paper |
| A stochastic recursive optimal control problem under the G-expectation framework | 2015-01-14 | Paper |
| Independence under the \(G\)-expectation framework | 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 | 2014-06-23 | 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 |
| The domination of \(g\)-evaluations and Choquet evaluations | 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 | 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 | 2011-02-14 | Paper |
| On the integral representation of \(g\)-expectations | 2010-05-26 | Paper |
| On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion | 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 | 2009-03-02 | Paper |
