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math.PR2013
New Proofs for Several Properties of Capacities
Guangyan Jia, Na Zhang
In this note, we find a new way to prove several properties of 2-alternating capacities.
math.PR2012★ 1 cited
Invariant representation for stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications
Na Zhang, Guangyan Jia
In this paper, we prove that a kind of second order stochastic differential operator can be represented by the limit of solutions of BSDEs with uniformly continuous coefficients. T…