Yiqing Lin

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Mean reflected BSDE driven by a marked point process and application in insurance risk management	2024-08-02	Paper
Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics	2024-04-10	Paper
Quadratic BSDEs with mean reflection driven by G-brownian motion	2023-11-20	Paper
Reflected BSDE driven by a marked point process with a convex/concave generator	2023-10-31	Paper
Quadratic exponential BSDEs driven by a marked point process	2023-10-23	Paper
Mean reflected BSDE driven by a marked point process and application in insurance risk management	2023-10-23	Paper
A multi-objective supplier selection framework based on user-preferences	2022-03-09	Paper
Random Horizon Principal-Agent Problems	2022-03-01	Paper
Utility maximization problem with transaction costs: optimal dual processes and stability	2021-10-08	Paper
Second order backward SDE with random terminal time	2020-09-29	Paper
Quadratic BSDEs with mean reflection	2019-07-03	Paper
Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains	2019-06-25	Paper
On properties of solutions to Black-Scholes-Barenblatt equations	2019-05-20	Paper
Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation	2018-10-31	Paper
On the existence of shadow prices for optimal investment with random endowment	2018-09-04	Paper
Causal Transport in Discrete Time and Applications	2018-01-10	Paper
Strict comparison theorems under sublinear expectations	2017-10-26	Paper
Generalized Wasserstein distance and weak convergence of sublinear expectations	2017-07-04	Paper
Utility maximization problem with random endowment and transaction costs: when wealth may become negative	2017-04-06	Paper
A new existence result for second-order BSDEs with quadratic growth and their applications	2016-05-04	Paper
Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion	2016-04-13	Paper
On the dual problem of utility maximization in incomplete markets	2016-03-03	Paper
A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality	2016-02-02	Paper
On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients	2014-12-09	Paper
Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions	2014-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q3609327	2009-03-06	Paper
A polynomial dual simplex algorithm fot the generalized circulation problem.	2002-01-01	Paper
Combinatorial interior point methods for generalized network flow problems	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4795774	2002-01-01	Paper
Structure of the functional unit for autonomous robots.	2001-06-27	Paper
Mean-field reflected BSDEs driven by a marked point process	N/A	Paper
Particle systems for mean reflected BSDEs with jumps	N/A	Paper

Research outcomes over time

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