Lianzi Jiang

collaborators

2 papers

math.NA2024

Discrete-time approximation for backward stochastic differential equations driven by $G$ -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 $G$ -Brownian motion ( $G$ -BSDEs) which correspond…

math.PR2024

On the rate of convergence for an $I^\pm$ -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 backward stochastic differential equations driven by G-Brownian motion

On the rate of convergence for an I^±-stable central limit theorem under sublinear expectation

Discrete-time approximation for backward stochastic differential equations driven by $G$ -Brownian motion

On the rate of convergence for an $I^\pm$ -stable central limit theorem under sublinear expectation