4 citations · 13 across the 11 of their papers we have counts for
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A note on convergence rate for reflected BSDEs with quadratic generators by penalization method
Guangyan Jia, Peng Luo, Mengbo Zhu
In this paper, we study the convergence rate between reflected backward stochastic differential equations with quadratic generators and their penalized BSDEs. Using techniques of B…
On monotonicity and order-preservation for multidimensional G-diffusion processes
Peng Luo, Guangyan Jia
In this paper, we prove a comparison theorem for multidimensional G-SDEs. Moreover we obtain respectively the sufficient conditions and necessary conditions of the monotonicity and…
A note on characterizations of G-normal distribution
Peng Luo, Guangyan Jia
In this paper, we show that the G-normality of X and Y can be characterized according to the form of f such that the distribution of λ+f(λ)Y does not depend on λ, where Y is an ind…
New Proofs for Several Properties of Capacities
Guangyan Jia, Na Zhang
In this note, we find a new way to prove several properties of 2-alternating capacities.
Invariant representation for stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications
Na Zhang, Guangyan Jia
In this paper, we prove that a kind of second order stochastic differential operator can be represented by the limit of solutions of BSDEs with uniformly continuous coefficients. T…
The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient
Guangyan Jia, Zhiyong Yu
In this paper, we will prove that, if the coefficient of a BSDE is assumed to be continuous and linear growth in , then the uniqueness of solution and continuou…