3 papers
math.PR2023
On distribution dependent stochastic differential equations driven by -Brownian motion
De Sun, Jiang-Lun Wu, Panyu Wu
Distribution dependent stochastic differential equations have been a very hot subject with extensive studies. On the other hand, under the -expectation framework, stochastic dif…
math.PR2019
Representation theorems for generators of BSDEs and the extended g-expectations in probability spaces with general filtration
Panyu Wu, Guodong Zhang
In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short) in probability spaces with general filtration from…
math.PR2018
Almost Sure Central Limit Theorem in Sub-linear Expectation Spaces
Weihuan Huang, Panyu Wu
Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Ba…