The following pages link to Zhaojun Zong (Q321235):
Displaying 20 items.
- \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
- BSDEs under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for \({\mathcal E}\)-supermartingales in \(L^p\) (Q350794) (← links)
- Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129) (← links)
- Asymptotic theory for a risk process with a high dividend barrier (Q933047) (← links)
- \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
- (Q1933291) (redirect page) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
- A new proof of central limit theorem for i.i.d. random variables (Q2015331) (← links)
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
- (Q2862247) (← links)
- (Q3068020) (← links)
- Tail equivalence relationships for ruin probabilities in several risk models (Q3410963) (← links)
- Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation (Q4605256) (← links)
- A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation (Q5077878) (← links)
- Lp solutions of infinite time interval backward doubly stochastic differential equations (Q5157354) (← links)
- (Q5257531) (← links)
- (Q5425161) (← links)
- (Q5468288) (← links)
- Further results on laws of large numbers for uncertain random variables (Q6133083) (← links)
