10 citations · 12 across the 2 of their papers we have counts for
2 papers
math.PR2010★ 10 cited
Backward doubly stochastic differential equations with weak assumptions on the coefficients
Qian Lin
In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and unifo…
math.PR2010★ 2 cited
Representation of G-martingales as stochastic integrals with respect to the G-Brownian motion
Qian Lin
The objective of this paper is to derive a representation of symmetric G-martingales as stochastic integrals with respect to the G-Brownian motion. For this end, we first study som…