| Publication | Date of Publication | Type |
|---|
Representation theorem and viability property for multidimensional BSDEs and their applications
Probability, Uncertainty and Quantitative Risk | 2023-11-08 | Paper |
A semi-randomized Kaczmarz method with simple random sampling for large-scale linear systems
Advances in Computational Mathematics | 2023-05-03 | Paper |
<font><i>L<sup>p</sup></i></font> solutions of anticipated BSDEs with weak monotonicity and general growth generators
Communications in Statistics. Simulation and Computation | 2022-07-01 | Paper |
BSDEs driven by time-changed Lévy noises with non-Lipschitz generators
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Noise and noise propagation in transition cascade of colonic cells with four coupled feedback regulations
Physica A | 2022-03-01 | Paper |
| A combined active learning kriging model and sequential importance sampling for hybrid reliability analysis with random and interval variables | 2021-12-17 | Paper |
BSDEs with uniformly continuous generators and integrable parameters
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
| Backward stochastic differential equations with generators of Osgood type driven by \(G\)-Brownian motion | 2021-04-26 | Paper |
Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion
Statistics & Probability Letters | 2021-03-18 | Paper |
| A Kaczmarz Method with Simple Random Sampling for Solving Large Linear Systems | 2020-11-30 | Paper |
Parametric structural shape \& topology optimization with a variational distance-regularized level set method
Computer Methods in Applied Mechanics and Engineering | 2020-04-06 | Paper |
\(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients
Acta Mathematicae Applicatae Sinica. English Series | 2020-02-27 | Paper |
Representation theorems for WVaR with respect to a capacity
Statistics & Probability Letters | 2020-01-20 | Paper |
| Monotonic limit theorem for \({L^p}\)-semimartingales on general time horizon | 2019-10-02 | Paper |
Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient
Journal of Applied Mathematics | 2019-02-01 | Paper |
BSDEs with monotone generator driven by time-changed Lévy noises
Advances in Difference Equations | 2018-12-07 | Paper |
| Backward doubly stochastic differential equations under linear growth condition | 2017-07-14 | Paper |
| Jensen's inequality, moment inequality and law of large numbers for weighted \(g\)-expectation | 2017-05-17 | Paper |
| Some results on the representation of convex \(g\)-expectations | 2017-01-06 | Paper |
\(L^p\) solutions of BSDEs with non-uniformly linear growth generators and general time interval
Journal of Mathematical Research with Applications | 2016-10-06 | Paper |
Uncertainty orders on the sublinear expectation space
Open Mathematics | 2016-10-04 | Paper |
| Some properties of convex \(g\)-expectations | 2016-08-10 | Paper |
A maximum entropy method for a robust portfolio problem
Entropy | 2016-06-15 | Paper |
On the minimal members of convex expectations with constraints
Journal of Inequalities and Applications | 2016-03-17 | Paper |
Quasiconvex risk statistics with scenario analysis
Mathematics and Financial Economics | 2015-04-29 | Paper |
| Representation theorem for AVaR under a submodular capacity | 2015-02-11 | Paper |
\(L^p\) solutions to multidimensional backward stochastic differential equations with uniformly continuous generators
Chinese Annals of Mathematics. Series A | 2014-11-03 | Paper |
Several inequalities of the \(g\)-expectation
Journal of East China Normal University. Natural Science Edition | 2014-11-03 | Paper |
Some inequalities and law of large numbers on weighted \(g\)-expectation
Journal of Jiangsu Normal University. Natural Science Edition | 2014-11-03 | Paper |
Infinite time interval RBSDEs with non-Lipschitz coefficients
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
\(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
Journal of Applied Mathematics and Computing | 2014-08-05 | Paper |
| Integrable solutions to BSDEs with quasi-Hölder continuous generators | 2014-06-30 | Paper |
| Choquet integral representation of premium functional and related properties on capacity spaces | 2014-02-28 | Paper |
Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
Frontiers of Mathematics in China | 2013-11-18 | Paper |
Multidimensional BSDEs with weak monotonicity and general growth generators
Acta Mathematica Sinica, English Series | 2013-11-15 | Paper |
Jensen's inequality for monetary utility functions
Journal of Inequalities and Applications | 2013-10-14 | Paper |
Variable density bore interaction with block obstacles
International Journal of Computational Fluid Dynamics | 2013-09-10 | Paper |
| \(L^p\) solutions for one-dimensional reflected backward stochastic differential equations with continuous generators | 2013-06-20 | Paper |
\(L^p\) solutions to backward stochastic differential equations with discontinuous generators
Statistics & Probability Letters | 2013-05-13 | Paper |
\(L^p\) solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
Stochastics | 2012-12-13 | Paper |
One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators
Statistics & Probability Letters | 2012-09-21 | Paper |
A generalized comparison theorem for BSDEs and its applications
Journal of Theoretical Probability | 2012-04-26 | Paper |
| An existence and uniqueness result for BSDEs with uniformly continuous generators in \(z\) | 2012-01-27 | Paper |
Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes
Electronic Journal of Probability | 2011-09-09 | Paper |
| On existence of solutions to a backward stochastic differential equation with generalized left-Lipschitz coefficients | 2011-07-19 | Paper |
One-dimensional BSDEs with finite and infinite time horizons
Stochastic Processes and their Applications | 2011-07-08 | Paper |
Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\)
Journal of Applied Mathematics and Computing | 2011-06-22 | Paper |
A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
Journal of Computational and Applied Mathematics | 2010-10-11 | Paper |
Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-07-20 | Paper |
Finite and infinite time interval BSDEs with non-Lipschitz coefficients
Statistics & Probability Letters | 2010-05-28 | Paper |
On the existence of solutions to BSDEs with generalized uniformly continuous generators
Statistics & Probability Letters | 2010-05-05 | Paper |
Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-02-12 | Paper |
| A representation theorem for generators of backward stochastic differential equations and its application | 2009-04-28 | Paper |
A necessary and sufficient condition for probability measures dominated by \(g\)-expectation
Statistics & Probability Letters | 2009-03-04 | Paper |
| The converse comparison theorems for generators of backward stochastic differential equations | 2008-11-24 | Paper |
A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator
Acta Mathematicae Applicatae Sinica. English Series | 2008-09-08 | Paper |
Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
The Annals of Applied Probability | 2008-03-19 | Paper |
Limit theorem and uniqueness theorem of backward stochastic differential equations
Science in China. Series A | 2007-02-16 | Paper |
Jensen's inequality for backward stochastic differential equations
Chinese Annals of Mathematics. Series B | 2007-02-15 | Paper |
A note on g-expectation with comonotonic additivity
Statistics & Probability Letters | 2006-11-15 | Paper |
| scientific article; zbMATH DE number 5060365 (Why is no real title available?) | 2006-10-04 | Paper |
Representation theorems for generators of backward stochastic differential equations and their applications
Stochastic Processes and their Applications | 2005-12-07 | Paper |
Converse comparison theorems for backward stochastic differential equations
Statistics & Probability Letters | 2005-08-01 | Paper |
A property of \(g\)-expectation
Acta Mathematica Sinica, English Series | 2005-06-07 | Paper |
On Jensen's inequality for \(g\)-expectation
Chinese Annals of Mathematics. Series B | 2005-03-07 | Paper |
Representation theorems for generators of backward stochastic differential equations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-02-23 | Paper |
A converse comparison theorem for g-expectations
Acta Mathematicae Applicatae Sinica. English Series | 2005-01-25 | Paper |
A result on the probability measures dominated by g-expectation
Acta Mathematicae Applicatae Sinica. English Series | 2004-11-05 | Paper |
Some results on the uniqueness of generators of backward stochastic differential equations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-08-20 | Paper |
Jensen's inequality for \(g\)-expectation. I
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-01-28 | Paper |
Jensen's inequality for \(g\)-expectation. II
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-01-28 | Paper |
