非线性期望及其应用

11871458
2018
A0210.随机分析与随机过程
宋永生
面上项目
研究员
中国科学院数学与系统科学研究院
52万元
非线性鞅;倒向随机微分方程;正态逼近;Stein方法;非线性期望
2019-01-01到2022-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
查看更多信息请先登录或注册
查看更多信息请先登录或注册
查看更多信息请先登录或注册
重置
序号 标题 类型 作者
1 Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty 期刊论文 Shaolin Ji;Chuiliu Kong;Chuanfeng Sun;Ji-Feng Zhang
2 The minimum mean square estimator of integrable variables under sublinear operators 期刊论文 Ji Shaolin;Kong Chuiliu;Sun Chuanfeng
3 Quadratic G-BSDEs with convex generators and unbounded terminal conditions 期刊论文 Ying Hu;Shanjian Tang;Falei Wang
4 Normal approximation by Stein's method under sublinear expectations 期刊论文 Yongsheng Song
5 Infinite horizon BSDEs under consistent nonlinear expectations 期刊论文 Mingshang Hu;Yifan Sun;Falei Wang
6 非线性期望下的Stein方法 期刊论文 宋永生
7 Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections 期刊论文 Li Hanwu;Song Yongsheng
8 A filtering problem with uncertainty in observation 期刊论文 Ji Shaolin;Kong Chuiliu;Sun Chuanfeng
9 A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators 期刊论文 Mingshang Hu;Shaolin Ji;Rundong Xu
10 BSDEs driven by G-Brownian motion with time-varying Lipschitz condition 期刊论文 Mingshang Hu;Baoyou Qu;Falei Wang
11 A MODIFIED METHOD OF SUCCESSIVE APPROXIMATIONS FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS 期刊论文 Shaolin Ji;RUNDONG XU
12 Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation 期刊论文 Mingshang Hu;Shaolin Ji;Xiaojuan Li
13 Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework 期刊论文 Hanwu Li;Falei Wang
14 Stein's method for the law of large numbers under sublinear expectations 期刊论文 Yongsheng Song
15 Quadratic Mean-Field Reflected BSDEs 期刊论文 Ying Hu;Remi Moreau;Falei Wang
16 Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method 期刊论文 Shaolin Ji;Shige Peng;Ying Peng;Xichuan Zhang
17 Optimal Learning Under Robustness and Time-Consistency 期刊论文 Larry G.Epstein;Shaolin Ji
18 The least squares estimator of random variables under convex operators on LF∞(μ) space 期刊论文 Chuanfeng Sun;Shaolin Ji;Chuiliu Kong
查看更多信息请先登录或注册