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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：151/0  |  提交时间：2021/01/14
G-expectation  Reflected backward SDE  Approximate Skorohod condition  
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23, 页码: 20
作者:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载：241/0  |  提交时间：2018/07/30
G-expectation  (E)over-cap(9)-supermartingale  (E)over-cap(9)-supermartingale decomposition theorem  
Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 卷号: 236, 期号: 6, 页码: 1137-1154
作者:  Xu, Mingyu
收藏  |  浏览/下载：105/0  |  提交时间：2018/07/30
Backward stochastic differential equations with two continuous barriers  Penalization method  Discrete Brownian motion  Numerical simulation  
Statistical inference using a weighted difference-based series approach for partially linear regression models 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 卷号: 102, 期号: 3, 页码: 601-618
作者:  Ai, Chunrong;  You, Jinhong;  Zhou, Yong
收藏  |  浏览/下载：122/0  |  提交时间：2018/07/30
Partially linear model  Fixed effects  Difference-based method  Series approximation  Weighted estimation  Covariate selection