12 citations · 19 across the 3 of their papers we have counts for
3 papers
math.PR2009★ 3 cited
Choquet expectations and g-expectations with multi-dimensional Brownian motion
Mingshang Hu
We prove that a g-expectation is a Choquet expectation if and only if g is independent of y and is linear in z, i.e., classical linear expectation, without the assumptions that the…
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 for each integer 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 to represent an important sublinear expectation--G-e…