The following pages link to Shige Peng (Q181534):
Displaying 50 items.
- Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion (Q2116485) (← links)
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Anticipated backward stochastic differential equations (Q2270604) (← links)
- A hypothesis-testing perspective on the \(G\)-normal distribution theory (Q2288768) (← links)
- Law of large numbers and central limit theorem under nonlinear expectations (Q2296125) (← links)
- Limit theorems with rate of convergence under sublinear expectations (Q2325334) (← links)
- A biographical note and tribute to Xunjing Li on his 80th birthday (Q2356552) (← links)
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844) (← links)
- Backward stochastic differential equations and applications to optimal control (Q2366091) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- Mean-field stochastic differential equations and associated PDEs (Q2412661) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- Nonlinear expectations and nonlinear Markov chains (Q2483722) (← links)
- The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles (Q2485327) (← links)
- Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations (Q2490066) (← links)
- On the comparison theorem for multidimensional BSDEs (Q2499743) (← links)
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)
- The viability property of controlled jump diffusion processes (Q2519342) (← links)
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
- Optimal unbiased estimation for maximal distribution (Q2671642) (← links)
- Extended conditional \(G\)-expectations and related stopping times (Q2671652) (← links)
- Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
- A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation (Q2699278) (← links)
- Exact controllability of stochastic control systems with control energy constraint (Q2704454) (← links)
- Open problems on backward stochastic differential equations (Q2712232) (← links)
- A general converse comparison theorem for backward stochastic differential equations (Q2756232) (← links)
- A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
- Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: convergence and simulations (Q2839115) (← links)
- Maximum Principle for Backward Doubly Stochastic Control Systems with Applications (Q3083219) (← links)
- (Q3096569) (← links)
- (Q3159200) (← links)
- A General Stochastic Maximum Principle for Optimal Control Problems (Q3197740) (← links)
- Maximum principle for semilinear stochastic evolution control systems (Q3211229) (← links)
- Rejecting Outliers Based on Correspondence Manifold (Q3350228) (← links)
- (Q3479110) (← links)
- Backward Stochastic Differential Equation Driven by Fractional Brownian Motion (Q3566981) (← links)
- (Q3574225) (← links)
- (Q3721294) (← links)
- Adapted solution of a backward semilinear stochastic evolution equation (Q3984216) (← links)
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations (Q3986623) (← links)
- Stochastic Hamilton–Jacobi–Bellman Equations (Q3988945) (← links)
- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation (Q3991738) (← links)
- Determination of a controllable set for a controlled dynamic system (Q4007763) (← links)
- (Q4009365) (← links)
- (Q4019862) (← links)
- (Q4029028) (← links)
- Analyse Asymptotique et Probleme Homogeneise en Controle Optimal avec Vibrations Rapides (Q4207278) (← links)
- Existence of stochastic control under state constraints (Q4218616) (← links)
