6 citations · 11 across the 5 of their papers we have counts for
5 papers
Stochastic heat equations driven by space-time -white noise under sublinear expectation
Xiaojun Ji, Shige Peng
In this paper, we study the stochastic heat equation driven by a multiplicative space-time -white noise within the framework of sublinear expectations. The existence and uniquen…
Spatial and Temporal white noises under sublinear G-expectation
Ji-Xiao Jun, Shi-Ge Peng
In the framework of sublinear expectation, we have introduced a new type of G-Gaussian random fields, which contain a type of spatial white noise as a special case. Based on this r…
Lévy's martingale characterization and reflection principle of -Brownian motion
Mingshang Hu, Xiaojun Ji, Guomin Liu
In this paper, we obtain Lévy's martingale characterization of -Brownian motion without the nondegenerate condition. Base on this characterization, we prove the reflection princ…
On the strong Markov property for stochastic differential equations driven by -Brownian motion
Mingshang Hu, Xiaojun Ji, Guomin Liu
In this paper we study the stochastic differential equations driven by -Brownian motion (-SDEs for short). We extend the notion of conditional -expectation from determinis…
Product space for two processes with independent increments under nonlinear expectations
Qiang Gao, Mingshang Hu, Xiaojun Ji +1
In this paper, we consider the product space for two processes with independent increments under nonlinear expectations. By introducing a discretization method, we construct a nonl…