Yiqing Lin

activity

20102025

most citedOn the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

63 citations · 115 across the 7 of their papers we have counts for

collaborators

8 papers

math.PR2025

Infinite horizon quadratic backward stochastic differential equations driven by $G$ -Brownian motion

Yiqing Lin, Yifan Sun, Falei Wang

The aim is to prove the well-posedness of infinite horizon backward stochastic differential equations driven by $G$ -Brownian motion ( $G$ -BSDEs) with quadratic generators. To this e…

math.PR2024

Mean-reflected $G$ -BSDEs with multi-variate constraints

Yiqing Lin, Falei Wang, Hui Zhao

In this paper, we study the multi-dimensional reflected backward stochastic differential equation driven by $G$ -Brownian motion ( $G$ -BSDE) with a multi-variate constraint on the $G…

math.PR2017

Quadratic BSDEs with mean reflection

Hélène Hibon, Ying Hu, Yiqing Lin +2

The present paper is devoted to the study of the well-posedness of BSDEs with mean reflection whenever the generator has quadratic growth in the $z$ argument. This work is the sequ…

math.PR2017

Reflected stochastic differential equations driven by $G$ -Brownian motion in non-convex domains

Yiqing Lin, Abdoulaye Soumana Hima

In this paper, we first review the penalization method for solving deterministic Skorokhod problems in non-convex domains and establish estimates for problems with $α$ -Hölder conti…

math.PR2016★ 3 cited

Quadratic backward stochastic differential equations driven by $G$ -Brownian motion: discrete solutions and approximation

Ying Hu, Yiqing Lin, Abdoulaye Soumana Hima

In this paper, we consider backward stochastic differential equations driven by $G$ -Brownian motion (GBSDEs) under quadratic assumptions on coefficients. We prove the existence and…

math.PR2014

Lyapunov-type conditions and stochastic differential equations driven by $G$ -Brownian motion

Xinpeng Li, Xiangyun Lin, Yiqing Lin

This paper studies the solvability and the stability of stochastic differential equations driven by G-Brownian motion (GSDEs). In particular, the existence and uniqueness of the so…

math.PR2011★ 49 cited

Stochastic differential equations driven by $G$ -Brownian motion with reflecting boundary conditions

Yiqing Lin

In this paper, we introduce the idea of stochastic integrals with respect to an increasing process in the $G$ -framework and extend $G$ -Itô's formula. Moreover, we study the solvabi…

math.PR2010★ 63 cited

On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

Yiqing Lin, Xuepeng Bai

In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on the…

Infinite horizon quadratic backward stochastic differential equations driven by G-Brownian motion

Mean-reflected G-BSDEs with multi-variate constraints

Quadratic BSDEs with mean reflection

Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains

Quadratic backward stochastic differential equations driven by G-Brownian motion: discrete solutions and approximation

Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion

Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions