Journal Article
Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
ShiGe Peng
Science in China Series A: Mathematics, 2009, Volume 52, Number 7, Pages 1391-1411
Journal Article
Jensen’s inequality for g-convex function under g-expectation
Guangyan Jia and Shige Peng
Probability Theory and Related Fields, 2010, Volume 147, Numbers 1-2, Pages 217-239
Journal Article
A note on Jensen’s inequality for BSDEs
Sheng Jun Fan
Acta Mathematica Sinica, 2009, Volume 25, Number 10, Pages 1681-1692
Journal Article
On representation theorem of G-expectations and paths of G-Brownian motion
Ming-shang Hu and Shi-ge Peng
Acta Mathematicae Applicatae Sinica (English Series), 2009, Volume 25, Number 3, Pages 539-546
Journal Article
Moment inequality and Hölder inequality for BSDEs
Sheng-jun Fan
Acta Mathematicae Applicatae Sinica (English Series), 2009, Volume 25, Number 1, Pages 11-20
Journal Article
A local limit theorem for solutions of BSDEs with Mao’s non-Lipschitz generator
Yu-chun Liu, Long Jiang and Ying-ying Xu
Acta Mathematicae Applicatae Sinica (English Series), 2008, Volume 24, Number 2, Pages 329-336
Journal Article
BSDE on an infinite horizon and elliptic PDEs in infinite dimension
Ying Hu and Gianmario Tessitore
NoDEA : Nonlinear Differential Equations and Applications, 2007, Volume 14, Numbers 5-6, Pages 825-846
Journal Article
A generalized Neyman–Pearson lemma for g-probabilities
Shaolin Ji and Xun Yu Zhou
Probability Theory and Related Fields, 2010, Volume 148, Numbers 3-4, Pages 645-669
Book Chapter
A Class of Stochastic Differential Equations
Lecture Notes in Mathematics, 2007, Volume 1905, A Concise Course on Stochastic Partial Differential Equations, Pages 55-103
Book Chapter
Stochastic Integration
Mathematical Modelling: Theory and Applications, 1, Volume 22, Modeling with Itô Stochastic Differential Equations, Pages 63-88