178 citations · 305 across the 20 of their papers we have counts for
21 papers
A Berry--Esseen Bound of Order for Peng's Central Limit Theorem
Yongsheng Song
We derive a quantitative central limit theorem under sublinear expectations from a spatial endpoint regularity estimate for the one-dimensional \(G\)-heat equation. For bounded Lip…
Continuous Ergodic Capacities
Yihao Sheng, Yongsheng Song
The objective of this paper is to characterize the structure of the set for a continuous ergodic upper probability (Theorem \ref {main result}): . $Θ…
A Strong Law of Large Numbers under Sublinear Expectations
Yongsheng Song
We consider a sequence of i.i.d. random variables under a sublinear expectation . We first give a new proof to the fact that, under each $P\inΘ…
Forward-backward stochastic differential equations driven by G-Brownian motion
Huan Lu, Yongsheng Song
In this paper, we study the existence and uniqueness of solutions to the fully coupled nonlinear forward-backward stochastic differential equations driven by G-Brownian motion. Ass…
Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections
Hanwu Li, Yongsheng Song
In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, which means that the solution lies betwe…
Stein's Method for Law of Large Numbers under Sublinear Expectations
Yongsheng Song
Peng, S. (\cite{P08b}) proved the law of large numbers under a sublinear expectation. In this paper, we give its error estimates by Stein's method.