38 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Shandong UniversityCN15 papers
- Academy of Mathematics and Systems ScienceCN6 papers
- Qilu University of TechnologyCN6 papers
- Hong Kong Polytechnic UniversityHK4 papers
- Qilu Hospital of Shandong UniversityCN3 papers
- Carleton UniversityCA2 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Chinese Academy of SciencesCN2 papers
- Fudan UniversityCN2 papers
- Harbin Institute of TechnologyCN2 papers
- Hong Kong University of Science and TechnologyHK2 papers
- Hunan UniversityCN2 papers
Showing 2013 · math.PRShow all
3 papers · 2 filters
math.PR2013★ 18 cited
Extended Conditional G-Expectations and Related Stopping Times
Mingshang Hu, Shige Peng
In this paper we extend the definition of time conditional G-expectations to a larger domain on which the dynamical consistency still holds. In fact w…
math.PR2013★ 8 cited
Reflected Backward Stochastic Difference Equations and Optimal Stopping Problems under g-expectation
Lifen An, Samuel N. Cohen, Shaolin Ji
In this paper, we study reflected backward stochastic difference equations (RBSDEs for short) with finitely many states in discrete time. The general existence and uniqueness resul…
math.PR2013★ 4 cited
G-Expectation Weighted Sobolev Spaces, Backward SDE and Path Dependent PDE
Shige Peng, Yongsheng Song
We introduce a new notion of G-expectation-weighted Sobolev spaces, or in short, G-Sobolev spaces, and prove that a backward SDEs driven by G-Brownian motion are in fact path depen…