Yi-Qing Lin

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics	2024-04-10	Paper
Quadratic BSDEs with mean reflection driven by G-brownian motion	2023-11-20	Paper
Reflected BSDE driven by a marked point process with a convex/concave generator	2023-10-31	Paper
Quadratic exponential BSDEs driven by a marked point process	2023-10-23	Paper
Mean reflected BSDE driven by a marked point process and application in insurance risk management	2023-10-23	Paper
A multi-objective supplier selection framework based on user-preferences	2022-03-09	Paper
Random Horizon Principal-Agent Problems	2022-03-01	Paper
Utility maximization problem with transaction costs: optimal dual processes and stability	2021-10-08	Paper
Second order backward SDE with random terminal time	2020-09-29	Paper
Quadratic BSDEs with mean reflection	2019-07-03	Paper
Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains	2019-06-25	Paper
On properties of solutions to Black-Scholes-Barenblatt equations	2019-05-20	Paper
Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation	2018-10-31	Paper
On the existence of shadow prices for optimal investment with random endowment	2018-09-04	Paper
Causal Transport in Discrete Time and Applications	2018-01-10	Paper
Strict comparison theorems under sublinear expectations	2017-10-26	Paper
Generalized Wasserstein distance and weak convergence of sublinear expectations	2017-07-04	Paper
Utility maximization problem with random endowment and transaction costs: when wealth may become negative	2017-04-06	Paper
A new existence result for second-order BSDEs with quadratic growth and their applications	2016-05-04	Paper
Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion	2016-04-13	Paper
On the dual problem of utility maximization in incomplete markets	2016-03-03	Paper
A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality	2016-02-02	Paper
On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients	2014-12-09	Paper
Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions	2014-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q3609327	2009-03-06	Paper
Combinatorial interior point methods for generalized network flow problems	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4795774	2002-01-01	Paper
A polynomial dual simplex algorithm fot the generalized circulation problem.	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q2705642	2001-06-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yi-Qing Lin