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20132026
most citedOptimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions

20 citations · 71 across the 10 of their papers we have counts for

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math.PR2013★ 14 cited

On exponential stability for stochastic differential equations disturbed by G-Brownian motion

Weiyin Fei, Chen Fei

We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space . Then we investigate the exponential stability of pat…