15 citations · 30 across the 7 of their papers we have counts for
7 papers
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…
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…
Ergodicity of Invariant Capacity
Chunrong Feng, Panyu Wu, Huaizhong Zhao
In this paper, we investigate capacity preserving transformations and their ergodicity. We show that for any measurable transformation there always exists a -invariant capac…
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…
An Invariance Principle of G-Brownian Motion for the Law of the Iterated Logarithm under G-expectation
Panyu Wu, Zengjing Chen
The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and i…
Multiple G-Itô integral in the G-expectation space
Panyu Wu
In this paper, motivated by mathematic finance we introduce the multiple G-Itô integral in the G-expectation space, then investigate how to calculate. We get the the relationship b…
A new comparison theorem of multidimensional BSDEs
Panyu Wu, Zengjing Chen
In this paper, we define a new total order on R^N and use this order together with backward stochastic viability property(for short BSVP) to study the property of the generator of…