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Cited in
(77)- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
- A weak version of path-dependent functional Itô calculus
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions
- Path-dependent Hamilton-Jacobi equations in infinite dimensions
- Strict comparison theorems under sublinear expectations
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators
- Comparison theorem for nonlinear path-dependent partial differential equations
- Characterizations of processes with stationary and independent increments under \(G\)-expectation
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions
- Jiongmin Yong's mathematical works in recent thirty years
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion
- The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations
- Stochastic ordering by \(g\)-expectations
- Backward stochastic differential equations with regime-switching and sublinear expectations
- Kernel learning backward SDE filter for data assimilation
- Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations
- Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations
- No-arbitrage with multiple-priors in discrete time
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients
- Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
- Backward stochastic Volterra integral equations -- representation of adapted solutions
- A martingale approach for fractional Brownian motions and related path dependent PDEs
- Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations
- On viscosity solutions of path dependent PDEs
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I.
- Nonlinear Lévy processes and their characteristics
- Comparison theorems for finite state backward stochastic differential equations
- Infinite dimensional BSDE with jumps
- Some Results on Nonlinear Backward Stochastic Evolution Equations
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II
- Random \(G\)-expectations
- Measurability of semimartingale characteristics with respect to the probability law
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- Strong laws of large numbers for negatively dependent random variables under sublinear expectations
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- Viscosity solutions of stochastic Hamilton-Jacobi-Bellman equations
- Viscosity solutions of path-dependent PDEs with randomized time
- On monotonicity and order-preservation for multidimensional G-diffusion processes
- Backward Nonlinear Smoothing Diffusions
- Theory, methods and meaning of nonlinear expectation theory
- Asymptotic moment estimation for stochastic Lotka-Volterra model driven by \(G\)-Brownian motion
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and G-Brownian motion
- Backward stochastic Riccati equation with jumps associated with stochastic linear quadratic optimal control with jumps and random coefficients
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes
- Dynamic programming for general linear quadratic optimal stochastic control with random coefficients
- Non-linear expectations in spaces of Colombeau generalized functions
- General indefinite backward stochastic linear-quadratic optimal control problems
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework
- Quadratic BSDEs with mean reflection driven by G-brownian motion
- Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations
- A dynamic analytic method for risk-aware controlled martingale problems
- Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
- G-stochastic maximum principle for risk-sensitive control problem and its applications
- Numerical methods for backward stochastic differential equations: a survey
- Survey on path-dependent PDEs
- Set-valued backward stochastic differential equations
- Asymptotic behaviors for delay Lotka-Volterra model disturbed by \(G\)-Brownian motion
- A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem
- Explicit solution to delayed forward and backward stochastic differential equations
- Classical solution of path-dependent mean-field semilinear PDEs
- Stochastic maximum principle for fully coupled forward-backward stochastic differential equations driven by subdiffusion
- On g-expectations and filtration-consistent nonlinear expectations
- A solution to the p-hacking problem with a general robust significance test under variance uncertainty
- On the strong Markov property for stochastic differential equations driven by G-Brownian motion
- Solving high dimensional FBSDE with deep signature techniques with application to nonlinear options pricing
- Assimilating partial observation to enhance feedback control of stochastic dynamical systems
- Dissipative cascaded multistep backward stochastic differential equation (BSDE) with polynomial growth
- On reflected BSDEs with jumps and default time
- Viscosity solutions of path-dependent integro-differential equations
- Optimal stopping under adverse nonlinear expectation and related games
- Backward stochastic differential equations with jumps and related nonlinear expectations
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
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