Rong-Lin Ji

Available identifiers

Publication	Date of Publication	Type
Convexity and sublinearity of \(g\)-expectations	2022-08-30	Paper
Representation of filtration-consistent nonlinear expectation by g-expectation in general framework	2022-05-25	Paper
Some properties of nonlinear expectations	2021-01-14	Paper
Properties of sublinear g-expectations and their applications	2020-08-12	Paper
Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory	2019-10-04	Paper
https://portal.mardi4nfdi.de/entity/Q5383547	2019-06-21	Paper
Dynamic risk measures for processes via backward stochastic differential equations	2019-05-23	Paper
Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient	2019-02-01	Paper
https://portal.mardi4nfdi.de/entity/Q4574404	2018-07-18	Paper
https://portal.mardi4nfdi.de/entity/Q3180805	2017-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q2992149	2016-08-10	Paper
On the minimal members of convex expectations with constraints	2016-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q5498181	2015-02-11	Paper
A converse comparison theorem for some backward stochastic differential equations	2010-11-05	Paper

This page was built for person: Rong-Lin Ji