1 citations · 1 across the 4 of their papers we have counts for
4 papers
BSDEs driven by G-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs
Mingshang Hu, Shaolin Ji, Xiaojuan Li
In this paper, we obtain the existence and uniqueness theorem for backward stochastic differential equation driven by G-Brownian motion (G-BSDE) under degenerate case. Moreover, we…
A note on the convergence rate of Peng's law of large numbers under sublinear expectations
Mingshang Hu, Xiaojuan Li, Xinpeng Li
This short note provides a new and simple proof of the convergence rate for Peng's law of large numbers under sublinear expectations, which improves the corresponding results in So…
Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation
Mingshang Hu, Shaolin Ji, Xiaojuan Li
In this paper, we study a stochastic recursive optimal control problem in which the value functional is defined by the solution of a backward stochastic differential equation (BSDE…
On the integral representation of g-expectations with terminal constraints
Xiaojuan Li
In this paper, we study the integral representation of g-expectations with two kinds of terminal constraints, and obtain the corresponding necessary and sufficient conditions.