Mingshang Hu

most citedExplicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion

12 citations · 19 across the 3 of their papers we have counts for

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math.PR2009★ 12 cited

Explicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion

Mingshang Hu

We obtain the viscosity solution of G-heat equation with the initial condition $ϕ (x) = x^{n}$ for each integer $n \geq 1$ using the method of G-Brownian motion.

math.PR2009★ 4 cited

On the Representation Theorem of G-Expectations and Paths of G--Brownian Motion

Mingshang Hu, Shige Peng

We give a very simple and elementary proof of the existence of a weakly compact family of probability measures ${P_{θ} : θ \in Θ}$ to represent an important sublinear expectation--G-e…