23 citations · 39 across the 3 of their papers we have counts for
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math.PR2014★ 4 cited
Gradient Estimates for Nonlinear Diffusion Semigroups by Coupling Methods
Yongsheng Song
Our purpose is to obtain gradient estimates for certain nonlinear partial differential equations by coupling methods. First we derive uniform gradient estimates for a certain semi-…
math.PR2012★ 23 cited
Backward Stochastic Differential Equations Driven by G-Brownian Motion
Mingshang Hu, Shaolin Ji, Shige Peng +1
In this paper, we study backward stochastic differential equations driven by a G-Brownian motion. The solution of such new type of BSDE is a triple (Y,Z,K) where K is a decreasing…
math.PR2010★ 12 cited
Properties of hitting times for -martingale
Yongsheng Song
In this article, we consider the properties of hitting times for -martingale and the stopped processes. We prove that the stopped processes for -martingales are still -mar…