3 citations · 7 across the 5 of their papers we have counts for
5 papers
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…