The following pages link to Yongsheng Song (Q428637):
Displaying 25 items.
- Uniqueness of the representation for \(G\)-martingales with finite variation (Q428638) (← links)
- Stein type characterization for \(G\)-normal distributions (Q524242) (← links)
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition (Q547363) (← links)
- Properties of hitting times for \(G\)-martingales and their applications (Q555022) (← links)
- Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
- Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
- The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) (Q867789) (← links)
- A note on \(G\)-normal distributions (Q900547) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- (Q1042989) (redirect page) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Characterizations of processes with stationary and independent increments under \(G\)-expectation (Q1943328) (← links)
- Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
- Normal approximation by Stein's method under sublinear expectations (Q2309589) (← links)
- Limit theorems with rate of convergence under sublinear expectations (Q2325334) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
- Stein's method for the law of large numbers under sublinear expectations (Q2671643) (← links)
- A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
- A strong law of large numbers under sublinear expectations (Q6064074) (← links)
- Survey on path-dependent PDEs (Q6183904) (← links)
- Continuous ergodic capacities (Q6583762) (← links)
- Invariant Sublinear Expectations (Q6754465) (← links)
