322 citations · 1.6k across the 59 of their papers we have counts for
61 papers
Responsive Distribution of G-normal Random Variables
Ziting Pei, Shige Peng, Xingye Yue +1
A -normal random variable does not admit a unique probability law due to volatility uncertainty. For a given test function $ϕ…
Ergodicity and Mixing of Sublinear Expectation System and Applications
Wen Huang, Chunlin Liu, Shige Peng +1
We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expect…
Stochastic heat equations driven by space-time -white noise under sublinear expectation
Xiaojun Ji, Shige Peng
In this paper, we study the stochastic heat equation driven by a multiplicative space-time -white noise within the framework of sublinear expectations. The existence and uniquen…
Uncertainty in the financial market and application to forecastabnormal financial fluctuations
Shige Peng, Shuzhen Yang, Wenqing Zhang
The integration and innovation of finance and technology have gradually transformed the financial system into a complex one. Analyses of the causesd of abnormal fluctuations in the…
A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation
Mingshang Hu, Lianzi Jiang, Gechun Liang +1
This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for , the i.i.d…
A deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEs
Shaolin Ji, Shige Peng, Ying Peng +1
In this paper,we mainly focus on the numerical solution of high-dimensional stochastic optimal control problem driven by fully-coupled forward-backward stochastic differential equa…