Falei Wang

most citedSome sample path properties of G-Brownian motion

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math.PR2024

Mean-reflected $G$ -BSDEs with multi-variate constraints

Yiqing Lin, Falei Wang, Hui Zhao

In this paper, we study the multi-dimensional reflected backward stochastic differential equation driven by $G$ -Brownian motion ( $G$ -BSDE) with a multi-variate constraint on the $G…

math.PR2014

Invariant and ergodic measures for G-diffusion processes

Mingshang Hu, Hanwu Li, Falei Wang +1

In this paper we study the problems of invariant and ergodic measures under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motio…

math.PR2014★ 1 cited

Some sample path properties of G-Brownian motion

Falei Wang, Guoqiang Zheng

In this paper, we shall study the basic absolute properties of $G$ -Brownian motion, i.e., those properties which hold for q.s. $ω$ . These include the characterization of the zero s…

Mean-reflected G-BSDEs with multi-variate constraints

Invariant and ergodic measures for G-diffusion processes

Some sample path properties of G-Brownian motion

Mean-reflected $G$ -BSDEs with multi-variate constraints