Quasi-continuous random variables and processes under the G-expectation framework
Hu, Mingshang, Wang, Falei, Zheng, Guoqiang
Published in Stochastic processes and their applications (01.08.2016)
Published in Stochastic processes and their applications (01.08.2016)
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Journal Article
An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by G-Brownian motion
Hu, Mingshang, Jiang, Lianzi, Wang, Falei
Published in Journal of mathematical analysis and applications (15.04.2022)
Published in Journal of mathematical analysis and applications (15.04.2022)
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Journal Article
On the strong Markov property for stochastic differential equations driven by G-Brownian motion
Hu, Mingshang, Ji, Xiaojun, Liu, Guomin
Published in Stochastic processes and their applications (01.01.2021)
Published in Stochastic processes and their applications (01.01.2021)
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Journal Article
Backward stochastic differential equations driven by G-Brownian motion
Hu, Mingshang, Ji, Shaolin, Peng, Shige, Song, Yongsheng
Published in Stochastic processes and their applications (01.01.2014)
Published in Stochastic processes and their applications (01.01.2014)
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Journal Article
Stochastic optimal control problem with infinite horizon driven by G-Brownian motion
Hu, Mingshang, Wang, Falei
Published in ESAIM. Control, optimisation and calculus of variations (01.04.2018)
Published in ESAIM. Control, optimisation and calculus of variations (01.04.2018)
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Journal Article
BSDEs driven by G-Brownian motion with time-varying Lipschitz condition
Hu, Mingshang, Qu, Baoyou, Wang, Falei
Published in Journal of mathematical analysis and applications (15.11.2020)
Published in Journal of mathematical analysis and applications (15.11.2020)
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Journal Article
Lévy's martingale characterization and reflection principle of G-Brownian motion
Hu, Mingshang, Ji, Xiaojun, Liu, Guomin
Published in Journal of mathematical analysis and applications (15.12.2019)
Published in Journal of mathematical analysis and applications (15.12.2019)
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Journal Article