62 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Nanjing Agricultural UniversityCN10 papers
- Nanjing Normal UniversityCN8 papers
- Hebei Normal UniversityCN6 papers
- Institute of Theoretical PhysicsCN6 papers
- Changzhou UniversityCN4 papers
- Hebei GEO UniversityCN4 papers
- Shanxi UniversityCN4 papers
- Institute of Physics, Academia SinicaTW3 papers
- Beijing University of TechnologyCN2 papers
- Chinese Academy of SciencesCN2 papers
- Hainan Medical UniversityCN2 papers
- Hebei UniversityCN2 papers
Showing math.PRShow all
3 papers · 1 filter
math.PR2018
On the backward stochastic differential equation with generator
Shiqiu Zheng, Lidong Zhang, Lichao Feng
In this paper, we consider the backward stochastic differential equation (BSDE) with generator where the function is defined on an open interval and locally in…
math.PR2015
On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case
Shiqiu Zheng, Shoumei Li
A system of dynamically consistent nonlinear evaluation (-evaluation) provides an ideal characterization for the dynamical behaviors of risk measures and the pricing of…
math.PR2014★ 2 cited
Representation theorem for generators of quadratic BSDEs
Shiqiu Zheng, Shoumei Li
In this paper, we establish a general representation theorem for generator of backward stochastic differential equation (BSDE), whose generator has a quadratic growth in . As so…