Yongsheng Song

Available identifiers

zbMath Open song.yongshengMaRDI QIDQ428637

List of research outcomes

Publication	Date of Publication	Type
Survey on path-dependent PDEs	2024-01-04	Paper
A strong law of large numbers under sublinear expectations	2023-11-08	Paper
Continuous Ergodic Capacities	2023-03-04	Paper
Stein's method for the law of large numbers under sublinear expectations	2022-06-03	Paper
Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections	2021-11-17	Paper
Gradient estimates for nonlinear diffusion semigroups by coupling methods	2021-05-06	Paper
Forward-backward stochastic differential equations driven by G-Brownian motion	2021-04-14	Paper
Normal approximation by Stein's method under sublinear expectations	2020-04-01	Paper
Limit theorems with rate of convergence under sublinear expectations	2019-09-25	Paper
Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces	2019-06-28	Paper
Supermartingale decomposition theorem under \(G\)-expectation	2018-08-24	Paper
Stein type characterization for \(G\)-normal distributions	2017-05-02	Paper
A complete representation theorem for G-martingales	2016-06-10	Paper
\(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE	2016-01-12	Paper
A note on \(G\)-normal distributions	2015-12-22	Paper
Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion	2014-02-07	Paper
Backward stochastic differential equations driven by \(G\)-Brownian motion	2014-02-06	Paper
Characterizations of processes with stationary and independent increments under \(G\)-expectation	2013-03-19	Paper
Uniqueness of the representation for \(G\)-martingales with finite variation	2012-06-22	Paper
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders	2012-02-10	Paper
Properties of hitting times for \(G\)-martingales and their applications	2011-07-22	Paper
Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition	2011-07-01	Paper
Properties of hitting times for $G$-martingale	2010-01-27	Paper
An overview of representation theorems for static risk measures	2009-12-07	Paper
The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)	2007-02-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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