Lianzi Jiang

activity

20192023

most citedDiscrete-time approximation for backward stochastic differential equations driven by

G

-Brownian motion

1 citations · 2 across the 8 of their papers we have counts for

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2 papers · 1 filter

math.PR2021★ 1 cited

On the rate of convergence for an $α$ -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…

math.OC2021

Discrete-time approximation for stochastic optimal control problems under the $G$ -expectation framework

Lianzi Jiang

In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$ -expectation framework. The proposed schemes are const…

On the rate of convergence for an α-stable central limit theorem under sublinear expectation

Discrete-time approximation for stochastic optimal control problems under the G-expectation framework

On the rate of convergence for an $α$ -stable central limit theorem under sublinear expectation

Discrete-time approximation for stochastic optimal control problems under the $G$ -expectation framework