Gaofeng Zong

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Person:317869

Available identifiers

zbMath Open zong.gaofengMaRDI QIDQ317869

List of research outcomes

PublicationDate of PublicationType
A stochastic linear-quadratic differential game with time-inconsistency2023-04-18Paper
Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control2022-10-13Paper
Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise2022-09-09Paper
BSDEs and SDEs with time-advanced and -delayed coefficients2022-07-08Paper
On the necessary and sufficient conditions for Peng's law of large numbers under sublinear expectations2021-06-01Paper
Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)2020-04-17Paper
https://portal.mardi4nfdi.de/entity/Q52188292020-03-06Paper
Weak laws of large numbers for sublinear expectation2019-07-03Paper
Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process2018-10-04Paper
On optimal stopping and free boundary problems under ambiguity2018-06-20Paper
Fubini-Like Theorem of Real-Valued Choquet Integrals for Set-Valued Mappings2018-01-11Paper
Comonotonic Random Sets and Its Additivity of Choquet Integrals2018-01-11Paper
Strong laws of large numbers for sub-linear expectation without independence2017-10-10Paper
Malliavin method for optimal investment in financial markets with memory2016-10-04Paper
Time-Inconsistent Stochastic Linear-quadratic Differential Game2016-07-03Paper
Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion2016-01-05Paper
Strong law of large numbers for upper set-valued and fuzzy-set valued probability2015-07-30Paper
Anticipated backward stochastic differential equations driven by the Teugels martingales2015-03-27Paper
Harnack inequality for mean-field stochastic differential equations2013-11-29Paper
Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest2010-12-10Paper
https://portal.mardi4nfdi.de/entity/Q34049472010-02-12Paper
The finite-time ruin probability for ND claims with constant interest force2008-11-25Paper

Research outcomes over time


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