The following pages link to Shige Peng (Q181534):
Displaying 28 items.
- (Q4236619) (← links)
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (Q4253013) (← links)
- (Q4263608) (← links)
- (Q4280514) (← links)
- A stability theorem of backward stochastic differential equations and its application (Q4345564) (← links)
- (Q4357505) (← links)
- (Q4357507) (← links)
- Backward Stochastic Differential Equations in Finance (Q4372051) (← links)
- (Q4391579) (← links)
- (Q4504537) (← links)
- (Q4504541) (← links)
- (Q4657107) (← links)
- (Q4792527) (← links)
- Maximally Distributed Random Fields under Sublinear Expectation (Q5050091) (← links)
- Theory, methods and meaning of nonlinear expectation theory (Q5063767) (← links)
- Nonlinear Expectations and Stochastic Calculus under Uncertainty (Q5194781) (← links)
- Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$ (Q5223284) (← links)
- (Q5436616) (← links)
- Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents (Q5494884) (← links)
- Maximum principle for optimal control of stochastic system of functional type (Q5687773) (← links)
- Determination of a controllable set for a class of non‐linear stochastic control systems (Q5695572) (← links)
- Continuous properties of \(g\)-martingales (Q5933950) (← links)
- Imbalanced binary classification under distribution uncertainty (Q6132053) (← links)
- G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics (Q6164095) (← links)
- Survey on path-dependent PDEs (Q6183904) (← links)
- A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation (Q6397861) (← links)
- Stochastic heat equations driven by space-time $G$-white noise under sublinear expectation (Q6737881) (← links)
- Ergodicity and Mixing of Sublinear Expectation System and Applications (Q6752163) (← links)
