Guomin Liu

activity

20162023

most citedLévy's martingale characterization and reflection principle of

G

-Brownian motion

6 citations · 14 across the 11 of their papers we have counts for

collaborators

Showing 2021Show all

2 papers · 1 filter

math.OC2021

Maximum principle for optimal control of stochastic evolution equations with recursive utilities

Guomin Liu, Shanjian Tang

We consider the optimal control problem of stochastic evolution equations in a Hilbert space under a recursive utility, which is described as the solution of a backward stochastic…

math.PR2021

Multi-dimensional reflected BSDEs driven by $G$ -Brownian motion with diagonal generators

Hanwu Li, Guomin Liu

We consider the well-posedness problem of multi-dimensional reflected backward stochastic differential equations driven by $G$ -Brownian motion ( $G$ -BSDEs) with diagonal generators.…

Maximum principle for optimal control of stochastic evolution equations with recursive utilities

Multi-dimensional reflected BSDEs driven by G-Brownian motion with diagonal generators

Multi-dimensional reflected BSDEs driven by $G$ -Brownian motion with diagonal generators