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Normal approximation by Stein's method under sublinear expectations 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2838-2850
Authors:  Song, Yongsheng
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Stein's method  Normal approximation  Sublinear expectation  G-normal distribution  
奈特不确定下考虑逆向选择的最优动态契约设计 期刊论文
系统工程理论与实践, 2020, 卷号: 40, 期号: 9, 页码: 2302-2313
Authors:  闫理坦;  费晨;  余鹏;  费为银;  杨晓光
Favorite  |  View/Download:239/0  |  Submit date:2021/01/14
sublinear expectation  moral hazard  adverse selection  temptation value process  incomplete contract theory  Knightian uncertainty  次线性期望  道德风险  逆向选择  诱惑价值过程  不完全契约理论  奈特不确定  
Limit theorems with rate of convergence under sublinear expectations 期刊论文
BERNOULLI, 2019, 卷号: 25, 期号: 4A, 页码: 2564-2596
Authors:  Fang, Xiao;  Peng, Shige;  Shao, Qi-Man;  Song, Yongsheng
Favorite  |  View/Download:273/0  |  Submit date:2020/01/10
central limit theorem  G-normal distribution  law of large numbers  rate of convergence  Stein's method  sublinear expectation  
Stein type characterization for G-normal distributions 期刊论文
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2017, 卷号: 22, 页码: 12
Authors:  Hu, Mingshang;  Peng, Shige;  Song, Yongsheng
Favorite  |  View/Download:155/0  |  Submit date:2018/07/30
G-normal distribution  Stein type characterization  G-expectation  
Some properties on G-evaluation and its applications to G-martingale decomposition 期刊论文
SCIENCE CHINA-MATHEMATICS, 2011, 卷号: 54, 期号: 2, 页码: 287-300
Authors:  Song YongSheng
Favorite  |  View/Download:143/0  |  Submit date:2018/07/30
G-expectation  G-evaluation  G-martingale  decomposition theorem  
somepropertiesongevaluationanditsapplicationstogmartingaledecomposition 期刊论文
sciencechinamathematics, 2011, 卷号: 54, 期号: 2, 页码: 287
Authors:  Song Yongsheng
Favorite  |  View/Download:141/0  |  Submit date:2020/01/10