K. He

most citedThe Bouleau-Yor identity for a bi-fractional Brownian motion

8 citations · 8 across the 2 of their papers we have counts for

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math.PR2015

The G-convex Functions Based on the Nonlinear Expectations Defined by G-BSDEs

Kun He

In this paper, generalizing the definition of G-convex functions defined by Peng [9] during the construction of G-expectations and related properties, we define a group of G-convex…

math.PR2012★ 8 cited

The Bouleau-Yor identity for a bi-fractional Brownian motion

Litan Yan, Bo Gao, Junfeng Liu

Let $B$ be a bi-fractional Brownian motion with indices $H \in (0, 1), K \in (0, 1]$ , $2 H K = 1$ and let $L (x, t)$ be its local time process. We construct a Banach space ${\maths…