The following pages link to Shige Peng (Q181534):
Displaying 50 items.
- Stein type characterization for \(G\)-normal distributions (Q524242) (← links)
- Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
- (Q584198) (redirect page) (← links)
- Adapted solution of a backward stochastic differential equation (Q584199) (← links)
- On controllability for stochastic control systems when the coefficient is time-variant (Q601888) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Dynamical evaluations (Q704247) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
- The existence problem of optimal control for nonlinear processes (Q801286) (← links)
- Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
- On the set of solutions of a BSDE with continuous coefficient (Q876109) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Convergence of solutions of discrete reflected backward SDE's and simulations (Q925968) (← links)
- Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- Error estimates of the \(\theta\)-scheme for backward stochastic differential equations (Q1045766) (← links)
- Viability property on Riemannian manifolds (Q1046551) (← links)
- Maximum principle for semilinear stochastic evolution systems (Q1192375) (← links)
- A global representation of all solutions to a nonlinear equation and its applications (Q1206132) (← links)
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type (Q1291953) (← links)
- Infinite horizon boundary value problems and applications (Q1300099) (← links)
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs (Q1326279) (← links)
- A linear quadratic optimal control problem with disturbances -- an algebraic Riccati equation and differential games approach (Q1337096) (← links)
- (Q1356362) (redirect page) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation (Q1583630) (← links)
- Smallest \(g\)-supersolution for BSDE with continuous drift coefficients (Q1586104) (← links)
- Duplicating and pricing contingent claims with constrained portfolios (Q1593082) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems (Q1614409) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- Filtration-consistent nonlinear expectations and related \(g\)-expectations (Q1849496) (← links)
- Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. (Q1872428) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
- Constrained BSDEs, viscosity solutions of variational inequalities and their applications (Q1941672) (← links)
- Stationary backward stochastic differential equations and associated partial differential equations (Q1960925) (← links)
- Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs (Q1964793) (← links)
- A general downcrossing inequality for \(g\)-martingales (Q1971382) (← links)
- \(G\)-Lévy processes under sublinear expectations (Q2038276) (← links)
