7 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2023
Functional central limit theorem with mean-uncertainty under sublinear expectation
Xiaofan Guo, Xinpeng Li
In this paper, we introduce a fundamental model for independent and identically distributed sequence with model uncertainty on the canonical space $(\mathbb{R}^\mathbb{N},\mathcal{…
math.PR2014
Lyapunov-type conditions and stochastic differential equations driven by -Brownian motion
Xinpeng Li, Xiangyun Lin, Yiqing Lin
This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the so…
math.PR2010★ 7 cited
On the strict comparison theorem for -expectations
Xinpeng Li
This paper investigates the strict comparison theorem under the framework of -expectation, i.e., let q.s., if satisfy some additional conditions, then $\E[X]<\E[…