Falei Wang

Available identifiers

zbMath Open wang.faleiMaRDI QIDQ288836

List of research outcomes

Publication	Date of Publication	Type
\(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE	2024-05-25	Paper
General mean reflected backward stochastic differential equations	2024-04-02	Paper
Survey on path-dependent PDEs	2024-01-04	Paper
Multi-dimensional BSDEs with mean reflection	2023-09-01	Paper
Quadratic mean-field reflected BSDEs	2022-11-16	Paper
General Mean Reflected BSDEs	2022-11-02	Paper
Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions	2022-10-07	Paper
Maximum principle for general partial information nonzero sum stochastic differential games and applications	2022-06-30	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
Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators	2021-06-08	Paper
BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition	2020-10-23	Paper
Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty	2020-05-26	Paper
Stochastic optimal control problem with obstacle constraints in sublinear expectation framework	2019-10-02	Paper
Quadratic BSDEs with mean reflection	2019-07-03	Paper
Comparison theorem for nonlinear path-dependent partial differential equations	2019-02-14	Paper
Viability for stochastic differential equations driven by \(G\)-Brownian motion	2019-02-13	Paper
Ergodic BSDEs driven by G-Brownian motion and applications	2018-12-10	Paper
Stochastic optimal control problem with infinite horizon driven by G-Brownian motion	2018-11-07	Paper
https://portal.mardi4nfdi.de/entity/Q4687769	2018-10-22	Paper
BSDEs with mean reflection driven by \(G\)-Brownian motion	2018-10-19	Paper
Sample path properties of \(G\)-Brownian motion	2018-08-15	Paper
On the exit times of SDEs driven by $G$-Brownian motion	2018-04-16	Paper
Some properties for Itô processes driven by \(G\)-Brownian motion	2017-10-25	Paper
BSDE, path-dependent PDE and nonlinear Feynman-Kac formula	2016-07-06	Paper
Quasi-continuous random variables and processes under the \(G\)-expectation framework	2016-05-27	Paper
Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes	2015-08-17	Paper
BSDEs with jumps and path-dependent parabolic integro-differential equations	2015-08-07	Paper
On the comparison theorem for multi-dimensional \(G\)-SDEs	2015-04-01	Paper
Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations	2014-09-04	Paper
Ergodic BSDEs driven by G-Brownian motion and their applications	2014-07-23	Paper
Some sample path properties of G-Brownian motion	2014-07-01	Paper

Research outcomes over time

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