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 2012Show all
2 papers · 1 filter
math.PR2012★ 3 cited
Approximation to multifractional Riemann-Liouville Brownian sheet
Hongshuai Dai
In this paper, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional Riemann-Liouville Brownian…
math.PR2012★ 15 cited
Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion
Mingshang Hu, Shaolin Ji, Shige Peng +1
In this paper, we study comparison theorem, nonlinear Feynman-Kac formula and Girsanov transformation of the BSDE driven by a G-Brownian motion.