3 citations · 8 across the 11 of their papers we have counts for
12 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 -expectations and filtration-consistent nonlinear expectations
Shiqiu Zheng
In this paper, we obtain a comparison theorem and a invariant representation theorem for backward stochastic differential equations (BSDEs) without any assumption on the second var…
A class of quadratic reflected BSDEs with singular coefficients
Shiqiu Zheng, Lidong Zhang, Xiangbo Meng
In this paper, we study the existence and uniqueness of the solution to a reflected backward stochastic differential equation (RBSDE) with the generator $g(t,y,z)=G_f^F(t,y,z)+f(y)…
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…
BSDEs and SDEs with time-advanced and -delayed coefficients
Shiqiu Zheng, Gaofeng Zong
This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the pa…
On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case
Shiqiu Zheng, Shoumei Li
A system of dynamically consistent nonlinear evaluation (-evaluation) provides an ideal characterization for the dynamical behaviors of risk measures and the pricing of…
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…
Representation theorems for generators of BSDEs with monotonic and convex growth generators
Shiqiu Zheng, Shoumei Li
In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short), whose generators are monotonic and convex growth…
Representation theorem for generators of quadratic BSDEs
Shiqiu Zheng, Shoumei Li
In this paper, we establish a general representation theorem for generator of backward stochastic differential equation (BSDE), whose generator has a quadratic growth in . As so…
Representation theorems for generators of Reflected BSDEs with continuous and linear-growth generators
Shiqiu Zheng, Shoumei Li
In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDE), whose generators are continuous with line…