| Publication | Date of Publication | Type |
|---|
Multi-dimensional reflected BSDEs driven by G-Brownian motion with diagonal generators
(available as arXiv preprint) | N/A | Paper |
Maximum principle for recursive optimal control problem of stochastic delay evolution equations
(available as arXiv preprint) | N/A | Paper |
Vector- and operator-valued backward stochastic equations with finite-variation drivers and a maximum principle for singular stochastic control in infinite dimensions
(available as arXiv preprint) | 2026-01-01 | Paper |
Multi-dimensional G-backward stochastic differential equations with random horizon
Journal of Theoretical Probability | 2025-10-29 | Paper |
On the strong Markov property for stochastic differential equations driven by G-Brownian motion
Stochastic Processes and their Applications | 2025-02-14 | Paper |
Anticipated backward stochastic evolution equations and maximum principle for path-dependent systems in infinite dimensions
(available as arXiv preprint) | 2025-01-01 | Paper |
Relationship between maximum principle and dynamic programming principle for recursive optimal control problem of stochastic evolution equations
(available as arXiv preprint) | 2025-01-01 | Paper |
Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators
Journal of Theoretical Probability | 2024-08-24 | Paper |
Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities
SIAM Journal on Control and Optimization | 2023-11-29 | Paper |
Multi-dimensional BSDEs driven by \(G\)-Brownian motion and related system of fully nonlinear PDEs
Stochastics | 2022-07-05 | Paper |
Finite-time boundedness and control of positive coupled differential-difference equations with bounded time-varying delay
Journal of the Franklin Institute | 2021-12-07 | Paper |
Stabilization of positive coupled differential-difference equations with unbounded time-varying delays
Optimal Control Applications & Methods | 2021-07-22 | Paper |
Exit times for semimartingales under nonlinear expectation
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Girsanov theorem for \(G\)-Brownian motion: the degenerate case
Journal of Theoretical Probability | 2021-02-04 | Paper |
Local time and Tanaka formula of \(G\)-martingales
Applied Mathematics. Series B (English Edition) | 2020-05-19 | Paper |
Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion
Journal of Mathematical Analysis and Applications | 2019-10-04 | Paper |
BSDEs with mean reflection driven by G-Brownian motion
Journal of Mathematical Analysis and Applications | 2018-10-19 | Paper |
| On the exit times of SDEs driven by $G$-Brownian motion | 2018-04-16 | Paper |
On the exit times of SDEs driven by G-Brownian motion
(available as arXiv preprint) | 2018-01-01 | Paper |
Exit times for semimartingales under nonlinear expectation
(available as arXiv preprint) | 2018-01-01 | Paper |
| On the strong Markov property for stochastic differential equations driven by G-Brownian motion | 2017-08-07 | Paper |
Product space for two processes with independent increments under nonlinear expectations
Electronic Communications in Probability | 2017-02-07 | Paper |
Product space for two processes with independent increments under nonlinear expectations
Electronic Communications in Probability | 2017-02-07 | Paper |
