35 citations · 35 across the 2 of their papers we have counts for
2 papers
math.PR2015
Multidimensional BSDEs with uniformly continuous coefficients: the general result
Min Li, Yufeng Shi
In this paper, by introducing a new notion of envelope of the stochastic process, we construct a family of random differential equations whose solutions can be viewed as solutions…
math.PR2010★ 35 cited
A central limit theorem under sublinear expectations
Min Li, Yufeng Shi
In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new ce…