63 citations · 67 across the 2 of their papers we have counts for
2 papers
math.PR2010★ 63 cited
On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients
Yiqing Lin, Xuepeng Bai
In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on the…
q-fin.RM2009★ 4 cited
Inf-convolution of G-expectations
Xuepeng Bai, Rainer Buckdahn
In this paper we will discuss the optimal risk transfer problems when risk measures are generated by G-expectations, and we present the relationship between inf-convolution of G-ex…