Shandong University of Finance and Economics

output

20122026

most citedIncorporating Lambertian Priors into Surface Normals Measurement

38 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions

Showing 2016 · math.PRShow all

3 papers · 2 filters

math.PR2016★ 1 cited

Mean-field backward stochastic differential equations driven by fractional Brownian motion

Jiaqiang Wen, Yufeng Shi

In this paper, we focus on the mean-field backward stochastic differential equations (BSDEs) driven by a fractional Brownian motion with Hurst parameter H greater then 1/2. First,…

math.PR2016★ 22 cited

Anticipative backward stochastic differential equations driven by fractional Brownian motion

Jiaqiang Wen, Yufeng Shi

We study the anticipative backward stochastic differential equations (BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H greater than 1/2. The stochastic…

math.PR2016

Stein Type Characterization for $G$ -normal Distributions

Mingshang Hu, Shige Peng, Yongsheng Song

In this article, we provide a Stein type characterization for $G$ -normal distributions: Let $N [φ] = max_{μ \in Θ} μ [φ], φ \in C_{b, L i p} (R),$ be a sublinear expectati…

Mean-field backward stochastic differential equations driven by fractional Brownian motion

Anticipative backward stochastic differential equations driven by fractional Brownian motion

Stein Type Characterization for G-normal Distributions

Stein Type Characterization for $G$ -normal Distributions