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

Showing 2017 · math.PRShow all

2 papers · 2 filters

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…

Quadratic BSDEs with mean reflection

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

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