8 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Qilu University of TechnologyCN3 papers
- Shandong University of Finance and EconomicsCN3 papers
- Shandong UniversityCN2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- Hangzhou Medical CollegeCN1 paper
- Jinan UniversityCN1 paper
- Macao Polytechnic UniversityMO1 paper
- Nanjing Medical UniversityCN1 paper
- Northwest Women's and Children's HospitalCN1 paper
- Shandong Normal UniversityCN1 paper
- ShenZhen People’s HospitalCN1 paper
- Shenzhen Technology UniversityCN1 paper
Showing math.PRShow all
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math.PR2016
Stein Type Characterization for -normal Distributions
Mingshang Hu, Shige Peng, Yongsheng Song
In this article, we provide a Stein type characterization for -normal distributions: Let be a sublinear expectati…
math.PR2015
Fully Coupled Forward-backward Stochastic Differential Equations on Markov Chains
Shaolin Ji, Haodong Liu, Xinling Xiao
We define fully coupled forward-backward stochastic differential equations on spaces related to continuous time, finite state Markov Chains. Existence and uniqueness results of the…
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…