Guangyan Jia

Available identifiers

zbMath Open jia.guangyanMaRDI QIDQ607276

List of research outcomes

Publication	Date of Publication	Type
Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games	2023-04-21	Paper
On the Correspondence and the Risk Contribution for Conditional Coherent and Deviation Risk Measures	2022-08-28	Paper
A note on \(g\)-concave function	2022-06-30	Paper
Stochastic linear quadratic control problem on time scales	2021-04-15	Paper
Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales	2021-02-05	Paper
W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory	2020-11-17	Paper
Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales	2020-07-30	Paper
Jensen's inequality under nonlinear expectation generated by BSDE with jumps	2020-02-27	Paper
A new representation for second order stochastic integral-differential operators and its applications	2015-05-06	Paper
Quadratic \(g\)-convexity, \(C\)-convexity and their relationships	2015-04-28	Paper
On Monotonicity and Order-Preservation for MultidimensionalG-Diffusion Processes	2015-03-23	Paper
Invariant representation for a stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications	2014-06-30	Paper
A note on characterizations of G-normal distribution	2014-02-19	Paper
New Proofs for Several Properties of Capacities	2013-07-03	Paper
Stochastic monotonicity and order-preservation for a type of nonlinear semigroups	2013-01-25	Paper
On the minimal members of convex expectations	2011-02-09	Paper
Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation	2010-11-19	Paper
On Jensen's inequality and Hölder's inequality for \(g\)-expectation	2010-06-04	Paper
Jensen's inequality for \(g\)-convex function under \(g\)-expectation	2010-04-12	Paper
The minimal sublinear expectations and their related properties	2009-12-02	Paper
Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients	2009-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q3502023	2008-06-03	Paper
A uniqueness theorem for the solution of backward stochastic differential equations	2008-05-08	Paper
The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient	2008-03-25	Paper
A class of backward stochastic differential equations with discontinuous coefficients	2008-03-06	Paper
A uniqueness theorem for solution of BSDEs	2008-02-05	Paper
On the set of solutions of a BSDE with continuous coefficient	2007-04-16	Paper
A generalized existence theorem of BSDEs	2006-08-14	Paper
Robust policy iteration for continuous-time stochastic $H_\infty$ control problem with unknown dynamics	N/A	Paper
Convergence of Policy Gradient for Stochastic Linear-Quadratic Control Problem in Infinite Horizon	N/A	Paper

Research outcomes over time

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