7 citations · 7 across the 4 of their papers we have counts for
4 papers · 1 filter
On the upper and lower covariances under multiple probabilities
Xinpeng Li, Jingxu Niu, Ke Zhou
In this paper, we define the upper (resp. lower) covariance under multiple probabilities via a corresponding max-min-max (resp. min-max-min) optimization problem and the related pr…
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{…
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…
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[…