Guomin Liu

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List of research outcomes

Publication	Date of Publication	Type
Multi-dimensional reflected backward stochastic differential equations driven by $G$-Brownian motion with diagonal generators	2024-08-24	Paper
Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities	2023-11-29	Paper
Multi-dimensional BSDEs driven by G-Brownian motion and related system of fully nonlinear PDEs	2022-07-05	Paper
Finite-time boundedness and control of positive coupled differential-difference equations with bounded time-varying delay	2021-12-07	Paper
Stabilization of positive coupled differential‐difference equations with unbounded time‐varying delays	2021-07-22	Paper
Exit times for semimartingales under nonlinear expectation	2021-02-18	Paper
Girsanov theorem for $G$-Brownian motion: the degenerate case	2021-02-04	Paper
Local time and Tanaka formula of $G$-martingales	2020-05-19	Paper
Lévy's martingale characterization and reflection principle of $G$-Brownian motion	2019-10-04	Paper
BSDEs with mean reflection driven by $G$-Brownian motion	2018-10-19	Paper
On the exit times of SDEs driven by $G$-Brownian motion	2018-04-16	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	2017-02-07	Paper
Multi-dimensional reflected BSDEs driven by $G$-Brownian motion with diagonal generators	N/A	Paper
Maximum principle for recursive optimal control problem of stochastic delay evolution equations	N/A	Paper

Research outcomes over time

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