2 citations · 2 across the 2 of their papers we have counts for
5 papers
Representation theorems for dynamic convex risk measures
Shiqiu Zheng
In this paper, we prove that under the domination condition: \begin{equation*} {\cal{E}}^{-μ,-ν}[-ξ|{\cal{F}}_t]\leqρ_t(ξ)\leq{\cal{E}}^{μ,ν}[-ξ|{\cal{F}}_t],\quad \forallξ\in \mat…
Efficient Maximum Clique Detection via Grover's Algorithm with Real-time Global Size Tracking
Wenmin Han, Shiqi Zheng, Peian Chen +1
The maximum clique problem (MCP) is to find the largest complete subgraph in an undirected graph, that is, the subgraph in which there are edges between every two different vertice…
Well-posedness of quadratic RBSDEs and BSDEs with one-sided growth restrictions
Shiqiu Zheng
In this paper, we investigate the well-posedness of bounded and unbounded solutions for reflected backward stochastic differential equations (RBSDEs) and backward stochastic differ…
On the backward stochastic differential equation with generator
Shiqiu Zheng, Lidong Zhang, Lichao Feng
In this paper, we consider the backward stochastic differential equation (BSDE) with generator where the function is defined on an open interval and locally in…
Representation for filtration-consistent nonlinear expectations under a general domination condition
Shiqiu Zheng, Shoumei Li
In this paper, we consider filtration-consistent nonlinear expectations which satisfy a general domination condition (dominated by ). We show that this kind of nonline…