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math.PR2022★ 1 cited
BSDEs driven by G-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs
Mingshang Hu, Shaolin Ji, Xiaojuan Li
In this paper, we obtain the existence and uniqueness theorem for backward stochastic differential equation driven by G-Brownian motion (G-BSDE) under degenerate case. Moreover, we…
math.PR2022
A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation
Mingshang Hu, Lianzi Jiang, Gechun Liang +1
This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for , the i.i.d…