7 citations · 7 across the 2 of their papers we have counts for
2 papers
math.PR2022
Maximally distributed random fields under sublinear expectation
Xinpeng Li, Shige Peng
This paper focuses on the maximal distribution on sublinear expectation space and introduces a new type of random fields with the maximally distributed finite-dimensional distribut…
math.PR2009★ 7 cited
Stopping Times and Related Itô's Calculus with G-Brownian Motion
Xinpeng Li, Shige Peng
Under the framework of G-expectation and G-Brownian motion, we introduce Itô's integral for stochastic processes without assuming quasi-continuity. Then we can obtain Itô's integra…