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CORC

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Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 30
作者:  Li, Hanwu;  Song, Yongsheng
收藏  |  浏览/下载：47/0  |  提交时间：2021/01/14
Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2019, 卷号: 183, 期号: 2, 页码: 422-439
作者:  Li, Hanwu;  Wang, Falei
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11
A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint 期刊论文
Communications in Statistics - Theory and Methods, 2019
作者:  Wu Z.;  Xu Z.
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11
Backward stochastic differential equations with rank-based data 期刊论文
中国科学. 数学, 2018, 卷号: 61, 期号: 1, 页码: 27-56
作者:  Chen Zhenqing;  Feng Xinwei
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/11
Backward stochastic differential equations with rank-based data 期刊论文
Science China(Mathematics), 2018, 期号: 01, 页码: 27-56
作者:  Zhen-qing Chen;  Xinwei Feng
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
Infinite horizon reflected backward stochastic differential equations with Markov chains 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 卷号: 47, 期号: 14, 页码: 3360-3376
作者:  
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/11
Reflected solutions of backward stochastic differential equations driven by G-Brownian motion 期刊论文
中国科学. 数学, 2018, 卷号: 61, 期号: 1, 页码: 1-26
作者:  Li Hanwu;  Peng Shige;  Abdoulaye Soumana Hima
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint 期刊论文
SYSTEMS & CONTROL LETTERS, 2018, 卷号: 114, 页码: 27-30
作者:  Huang, Jianhui;  Wang, Haiyang;  Wu, Zhen
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
Reflected solutions of backward stochastic differential equations driven by G-Brownian motion 期刊论文
Science China(Mathematics), 2018, 期号: 01, 页码: 1-26
作者:  Hanwu Li;  Shige Peng;  Abdoulaye Soumana Hima
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11
REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH RESISTANCE 期刊论文
ANNALS OF APPLIED PROBABILITY, 2018, 卷号: 28, 期号: 2, 页码: 888
作者:  Qian, Zhongmin;  Xu, Mingyu
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/31

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