1 citations · 2 across the 8 of their papers we have counts for
8 papers
A robust -stable central limit theorem under sublinear expectation without integrability condition
Lianzi Jiang, Gechun Liang
This article relaxes the integrability condition imposed in the literature for the robust -stable central limit theorem under sublinear expectation. Specifically, for $α\in(0,1]…
A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation
Mingshang Hu, Lianzi Jiang, Gechun Liang +1
This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for , the i.i.d…
On the rate of convergence for an -stable central limit theorem under sublinear expectation
Mingshang Hu, Lianzi Jiang, Gechun Liang
In this paper, we propose a monotone approximation scheme for a class of fully nonlinear degenerate partial integro-differential equations (PIDEs) which characterize the nonlinear…
Discrete-time approximation for stochastic optimal control problems under the -expectation framework
Lianzi Jiang
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the -expectation framework. The proposed schemes are const…
An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by -Brownian motion
Mingshang Hu, Lianzi Jiang
In this paper, we study the numerical method for solving forward-backward stochastic differential equations driven by -Brownian motion (-FBSDEs) which correspond to fully non…
An Effective Discrete Recursive Method for Stochastic Optimal Control Problems
Mingshang Hu, Lianzi Jiang
In this paper, we study the numerical method for stochastic optimal control problems (SOCPs). By reducing the optimal control problem to the discrete case, we derive a discrete sto…
Discrete-time approximation for backward stochastic differential equations driven by -Brownian motion
Lianzi Jiang, Mingshang Hu
In this paper, we study the discrete-time approximation schemes for a class of backward stochastic differential equations driven by -Brownian motion (-BSDEs) which correspond…
Explicit -Schemes for Solving Anticipated Backward Stochastic Differential Equations
Mingshang Hu, Lianzi Jiang
In this paper, a class of stable explicit -schemes are proposed for solving anticipated backward stochastic differential equations (anticipated BSDEs) which generator not only c…