23 citations · 85 across the 29 of their papers we have counts for
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math.PR2021
A new monotonicity condition for ergodic BSDEs and ergodic control with super-quadratic Hamiltonians
Joe Jackson, Gechun Liang
We establish the existence (and in an appropriate sense uniqueness) of Markovian solutions for ergodic BSDEs under a novel monotonicity condition. Our monotonicity condition allows…
math.PR2021★ 1 cited
On the rate of convergence for an -stable central limit theorem under sublinear expectation
Mingshang Hu, Lianzi Jiang, Gechun Liang
In this paper, we propose a monotone approximation scheme for a class of fully nonlinear degenerate partial integro-differential equations (PIDEs) which characterize the nonlinear…