Gaofeng Zong

Available identifiers

zbMath Open zong.gaofengMaRDI QIDQ317869

List of research outcomes

Publication	Date of Publication	Type
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle	2024-12-03	Paper
A stochastic linear-quadratic differential game with time-inconsistency	2023-04-18	Paper
Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control	2022-10-13	Paper
Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise	2022-09-09	Paper
BSDEs and SDEs with time-advanced and -delayed coefficients	2022-07-08	Paper
On the necessary and sufficient conditions for Peng's law of large numbers under sublinear expectations	2021-06-01	Paper
Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)	2020-04-17	Paper
https://portal.mardi4nfdi.de/entity/Q5218829	2020-03-06	Paper
Weak laws of large numbers for sublinear expectation	2019-07-03	Paper
Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process	2018-10-04	Paper
On optimal stopping and free boundary problems under ambiguity	2018-06-20	Paper
Comonotonic Random Sets and Its Additivity of Choquet Integrals	2018-01-11	Paper
Fubini-Like Theorem of Real-Valued Choquet Integrals for Set-Valued Mappings	2018-01-11	Paper
Strong laws of large numbers for sub-linear expectation without independence	2017-10-10	Paper
Malliavin method for optimal investment in financial markets with memory	2016-10-04	Paper
Time-Inconsistent Stochastic Linear-quadratic Differential Game	2016-07-03	Paper
Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion	2016-01-05	Paper
Strong law of large numbers for upper set-valued and fuzzy-set valued probability	2015-07-30	Paper
Anticipated backward stochastic differential equations driven by the Teugels martingales	2015-03-27	Paper
Harnack inequality for mean-field stochastic differential equations	2013-11-29	Paper
Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest	2010-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q3404947	2010-02-12	Paper
The finite-time ruin probability for ND claims with constant interest force	2008-11-25	Paper

Research outcomes over time

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