| Publication | Date of Publication | Type |
|---|
| Optimal strategy for Bayesian two-armed bandit problem with an arched reward function | 2024-04-12 | Paper |
| A confirmation of a conjecture on Feldman’s two-armed bandit problem | 2024-02-23 | Paper |
| A central limit theorem, loss aversion and multi-armed bandits | 2023-06-09 | Paper |
| Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional | 2023-02-03 | Paper |
| A transitivity property of Ocone martingales | 2022-12-08 | Paper |
| Explicit solutions for a class of nonlinear BSDEs and their nodal sets | 2022-11-16 | Paper |
| Long bet will lose: demystifying seemingly fair gambling via two-armed Futurity bandit | 2022-11-11 | Paper |
| A central limit theorem for sets of probability measures | 2022-08-29 | Paper |
| An invariance principle of strong law of large numbers under nonadditive probabilities | 2022-05-30 | Paper |
| Strategy-Driven Limit Theorems Associated Bandit Problems | 2022-04-09 | Paper |
| A generalization of Strassen's law and Lévy's modulus of continuity for $\boldsymbol{G}$-Brownian motion | 2022-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5062988 | 2022-03-17 | Paper |
| A new proof for the generalized law of large numbers under Choquet expectation | 2022-01-20 | Paper |
| Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach | 2021-11-12 | Paper |
| Explicit solutions for a class of nonlinear backward stochastic differential equations and their nodal sets | 2020-05-30 | Paper |
| Extension of the strong law of large numbers for capacities | 2019-10-15 | Paper |
| Weak laws of large numbers for sublinear expectation | 2019-07-03 | Paper |
| An integral representation theorem of g-expectations | 2019-03-12 | Paper |
| Weak and strong limit theorems for stochastic processes under nonadditive probability | 2019-02-14 | Paper |
| Fubini-Like Theorem of Real-Valued Choquet Integrals for Set-Valued Mappings | 2018-01-11 | Paper |
| Comonotonic Random Sets and Its Additivity of Choquet Integrals | 2018-01-11 | Paper |
| Strong laws of large numbers for sub-linear expectation without independence | 2017-10-10 | Paper |
| Representation theorems for generators of BSDEs in \(L_p\) spaces | 2017-02-14 | Paper |
| A general strong law of large numbers for non-additive probabilities and its applications | 2017-01-04 | Paper |
| General laws of large numbers under sublinear expectations | 2016-08-26 | Paper |
| A Weighted Central Limit Theorem Under Sublinear Expectations | 2016-06-28 | Paper |
| Strong laws of large numbers for sub-linear expectations | 2016-06-17 | Paper |
| Large deviation for negatively dependent random variables under sublinear expectation | 2016-05-25 | Paper |
| A law of large numbers under the nonlinear expectation | 2016-05-04 | Paper |
| Lpsolutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions | 2016-05-04 | Paper |
| Invariance principles for the law of the iterated logarithm under \(G\)-framework | 2015-11-09 | Paper |
| Strong law of large numbers for upper set-valued and fuzzy-set valued probability | 2015-07-30 | Paper |
| A new comparison theorem of multidimensional BSDEs | 2015-05-06 | Paper |
| How big are the increments of \(G\)-Brownian motion? | 2014-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2928745 | 2014-11-10 | Paper |
| Harnack inequality for mean-field stochastic differential equations | 2013-11-29 | Paper |
| A new comparison theorem of multidimensional BSDEs | 2013-07-10 | Paper |
| A strong law of large numbers for non-additive probabilities | 2013-06-13 | Paper |
| Laws of large numbers of negatively correlated random variables for capacities | 2013-03-18 | Paper |
| Stability theorems for stochastic differential equations driven by G-Brownian motion | 2013-02-15 | Paper |
| Large deviation principle for diffusion processes under a sublinear expectation | 2013-01-28 | Paper |
| Exponential stability for stochastic differential equation driven by G-Brownian motion | 2012-10-17 | Paper |
| A law of the iterated logarithm sublinear expectations | 2011-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071253 | 2011-02-05 | Paper |
| A property of \(g\)-probabilities | 2010-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3574221 | 2010-07-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3572537 | 2010-07-08 | Paper |
| Generalized Peng's \(g\)-expectations and related properties | 2010-02-05 | Paper |
| The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations | 2009-03-02 | Paper |
| Minimax pricing and Choquet pricing | 2006-08-14 | Paper |
| Ambiguity, Risk, and Asset Returns in Continuous Time | 2006-06-16 | Paper |
| A stochastic competing-species model and ergodicity | 2006-01-26 | Paper |
| A comonotonic theorem for BSDEs | 2005-08-05 | Paper |
| Inequalities for upper and lower probabilities | 2005-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3023216 | 2005-07-04 | Paper |
| Choquet expectation and Peng's \(g\)-expectation | 2005-06-23 | Paper |
| On Jensen's inequality for \(g\)-expectation | 2005-03-07 | Paper |
| A result on the probability measures dominated by \(g\)-expectation | 2004-11-05 | Paper |
| Jensen's inequality for \(g\)-expectation. I | 2004-01-28 | Paper |
| Jensen's inequality for \(g\)-expectation. II | 2004-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792522 | 2003-03-24 | Paper |
| On existence and local stability of solutions of stochastic differential equations | 2002-12-04 | Paper |
| Continuous properties of \(g\)-martingales | 2002-03-04 | Paper |
| Existence and uniqueness for BSDE with stopping time | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2767305 | 2002-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4761439 | 2001-05-13 | Paper |
| A general downcrossing inequality for \(g\)-martingales | 2001-02-05 | Paper |
| A new proof of Doob-Meyer decomposition theorem | 2000-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4267355 | 1999-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4236619 | 1999-11-08 | Paper |
| A property of backward stochastic differential equations | 1998-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884500 | 1996-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203008 | 1993-11-24 | Paper |
