| Publication | Date of Publication | Type |
|---|
Approximate optimality and the risk/reward tradeoff given repeated gambles
Economic Theory | 2025-06-26 | Paper |
Proof of a conjecture about Parrondo's paradox for two-armed slot machines
Advances in Applied Mathematics | 2024-12-27 | Paper |
Strategic two-sample test via the two-armed bandit process
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
A theoretical model for a vane with stochastic rotation
Physica D | 2024-06-21 | Paper |
Optimal strategy for Bayesian two-armed bandit problem with an arched reward function
Mathematical Control and Related Fields | 2024-04-12 | Paper |
A confirmation of a conjecture on Feldman’s two-armed bandit problem
Journal of Applied Probability | 2024-02-23 | Paper |
A central limit theorem, loss aversion and multi-armed bandits
Journal of Economic Theory | 2023-06-09 | Paper |
Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional
Automatica | 2023-02-03 | Paper |
A transitivity property of Ocone martingales
Statistics & Probability Letters | 2022-12-08 | Paper |
Explicit solutions for a class of nonlinear BSDEs and their nodal sets
Probability, Uncertainty and Quantitative Risk | 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
Stochastic Processes and their Applications | 2022-08-29 | Paper |
An invariance principle of strong law of large numbers under nonadditive probabilities
Communications in Statistics: Theory and Methods | 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
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
| scientific article; zbMATH DE number 7492340 (Why is no real title available?) | 2022-03-17 | Paper |
A new proof for the generalized law of large numbers under Choquet expectation
Journal of Inequalities and Applications | 2022-01-20 | Paper |
Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach
Applied Mathematics. Series B (English Edition) | 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
Mathematical Control and Related Fields | 2019-10-15 | Paper |
Weak laws of large numbers for sublinear expectation
Mathematical Control and Related Fields | 2019-07-03 | Paper |
An integral representation theorem of g-expectations
Risk and Decision Analysis | 2019-03-12 | Paper |
Weak and strong limit theorems for stochastic processes under nonadditive probability
Abstract and Applied Analysis | 2019-02-14 | Paper |
Comonotonic random sets and its additivity of Choquet integrals
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2018-01-11 | Paper |
Fubini-like theorem of real-valued Choquet integrals for set-valued mappings
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2018-01-11 | Paper |
Strong laws of large numbers for sub-linear expectation without independence
Communications in Statistics: Theory and Methods | 2017-10-10 | Paper |
Representation theorems for generators of BSDEs in \(L_p\) spaces
Acta Mathematicae Applicatae Sinica. English Series | 2017-02-14 | Paper |
A general strong law of large numbers for non-additive probabilities and its applications
Statistics | 2017-01-04 | Paper |
General laws of large numbers under sublinear expectations
Communications in Statistics. Theory and Methods | 2016-08-26 | Paper |
A Weighted Central Limit Theorem Under Sublinear Expectations
Communications in Statistics. Theory and Methods | 2016-06-28 | Paper |
Strong laws of large numbers for sub-linear expectations
Science China. Mathematics | 2016-06-17 | Paper |
Large deviation for negatively dependent random variables under sublinear expectation
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
A law of large numbers under the nonlinear expectation
Acta Mathematicae Applicatae Sinica. English Series | 2016-05-04 | Paper |
L^p solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions
Stochastics | 2016-05-04 | Paper |
Invariance principles for the law of the iterated logarithm under \(G\)-framework
Science China. Mathematics | 2015-11-09 | Paper |
Strong law of large numbers for upper set-valued and fuzzy-set valued probability
Mathematical Control and Related Fields | 2015-07-30 | Paper |
A new comparison theorem of multidimensional BSDEs
Acta Mathematicae Applicatae Sinica. English Series | 2015-05-06 | Paper |
How big are the increments of \(G\)-Brownian motion?
Science China. Mathematics | 2014-12-02 | Paper |
| Nonlinear expectations and limit theorems | 2014-11-10 | Paper |
Harnack inequality for mean-field stochastic differential equations
Statistics & Probability Letters | 2013-11-29 | Paper |
Strong laws of large numbers for Bernoulli experiments under ambiguity
Advances in Intelligent and Soft Computing | 2013-07-10 | Paper |
A strong law of large numbers for non-additive probabilities
International Journal of Approximate Reasoning | 2013-06-13 | Paper |
Laws of large numbers of negatively correlated random variables for capacities
Acta Mathematicae Applicatae Sinica. English Series | 2013-03-18 | Paper |
Stability theorem for stochastic differential equations driven by G-Brownian motion
(available as arXiv preprint) | 2013-02-15 | Paper |
Large deviation principle for diffusion processes under a sublinear expectation
Science China. Mathematics | 2013-01-28 | Paper |
Exponential stability for stochastic differential equation driven by G-Brownian motion
Applied Mathematics Letters | 2012-10-17 | Paper |
| A law of the iterated logarithm sublinear expectations | 2011-03-15 | Paper |
| A result on the uniqueness of generators of backward stochastic differential equations | 2011-02-05 | Paper |
A property of \(g\)-probabilities
Acta Mathematicae Applicatae Sinica. English Series | 2010-10-29 | Paper |
| An additivity of maximum expectations and its applications | 2010-07-09 | Paper |
| Law invariance of \(g\)-expectations | 2010-07-08 | Paper |
Generalized Peng's \(g\)-expectations and related properties
Statistics & Probability Letters | 2010-02-05 | Paper |
The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
Statistics & Probability Letters | 2009-03-02 | Paper |
Minimax pricing and Choquet pricing
Insurance Mathematics & Economics | 2006-08-14 | Paper |
Ambiguity, Risk, and Asset Returns in Continuous Time
Econometrica | 2006-06-16 | Paper |
A stochastic competing-species model and ergodicity
Journal of Applied Probability | 2006-01-26 | Paper |
A comonotonic theorem for BSDEs
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Inequalities for upper and lower probabilities
Statistics & Probability Letters | 2005-08-01 | Paper |
| scientific article; zbMATH DE number 2186050 (Why is no real title available?) | 2005-07-04 | Paper |
Choquet expectation and Peng's \(g\)-expectation
The Annals of Probability | 2005-06-23 | Paper |
On Jensen's inequality for \(g\)-expectation
Chinese Annals of Mathematics. Series B | 2005-03-07 | Paper |
A result on the probability measures dominated by g-expectation
Acta Mathematicae Applicatae Sinica. English Series | 2004-11-05 | Paper |
Jensen's inequality for \(g\)-expectation. I
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-01-28 | Paper |
Jensen's inequality for \(g\)-expectation. II
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-01-28 | Paper |
| scientific article; zbMATH DE number 1867088 (Why is no real title available?) | 2003-03-24 | Paper |
On existence and local stability of solutions of stochastic differential equations
Stochastic Analysis and Applications | 2002-12-04 | Paper |
Continuous properties of \(g\)-martingales
Chinese Annals of Mathematics. Series B | 2002-03-04 | Paper |
Existence and uniqueness for BSDE with stopping time
Chinese Science Bulletin | 2002-02-18 | Paper |
Generalized nonlinear mathematical expectations: the g-expectations.
Advances in Mathematics (Beijing) | 2002-01-29 | Paper |
| scientific article; zbMATH DE number 1563401 (Why is no real title available?) | 2001-05-13 | Paper |
A general downcrossing inequality for g-martingales
Statistics & Probability Letters | 2001-02-05 | Paper |
A new proof of Doob-Meyer decomposition theorem
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-05-09 | Paper |
| scientific article; zbMATH DE number 1347041 (Why is no real title available?) | 1999-12-20 | Paper |
| scientific article; zbMATH DE number 1269939 (Why is no real title available?) | 1999-11-08 | Paper |
A property of backward stochastic differential equations
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1998-11-10 | Paper |
| scientific article; zbMATH DE number 903058 (Why is no real title available?) | 1996-07-15 | Paper |
| scientific article; zbMATH DE number 409458 (Why is no real title available?) | 1993-11-24 | Paper |
Approximate optimality and the risk/reward tradeoff in a class of bandit problems
(available as arXiv preprint) | N/A | Paper |
Proof of a conjecture about Parrondo's paradox for two-armed slot machines
(available as arXiv preprint) | N/A | Paper |
Optimal State Equation for the Control of a Diffusion with Two Distinct Dynamics
(available as arXiv preprint) | N/A | Paper |
