倒向随机微分方程和非线性期望几个新问题的研究
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation | 期刊论文 | Gao Miaomiao;Hu Feng;Sun jingbo;Zong Zhaojun |
2 | Non-smooth analysis method in optimal investment- BSDE approach | 期刊论文 | Wu Helin;Ren Yong;Hu Feng |
3 | Egoroff's theorem and Lusin's theorem for capacities in the framework of g-expectation, | 期刊论文 | Zong Zhaojun;Tian Xiaoxin;Hu Feng |
4 | Dynkin game under g-expectation in continuous time | 期刊论文 | Wu Helin;Ren Yong;Hu Feng |