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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
Authors:  Li, Hanwu;  Song, Yongsheng
Favorite  |  View/Download:0/0  |  Submit date:2021/01/14
G-expectation  Reflected backward SDE  Approximate Skorohod condition  
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
Favorite  |  View/Download:16/0  |  Submit date:2020/06/30
Stein's method  Normal approximation  Sublinear expectation  G-normal distribution  
Gradient estimates for nonlinear diffusion semigroups by coupling methods 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 16
Authors:  Song, Yongsheng
Favorite  |  View/Download:17/0  |  Submit date:2020/05/24
gradient estimates  coupling methods  G-expectation  nonlinear PDEs  
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:41/0  |  Submit date:2020/01/10
central limit theorem  G-normal distribution  law of large numbers  rate of convergence  Stein's method  sublinear expectation  
Properties of G-martingales with finite variation and the application to G-Sobolev spaces 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 卷号: 129, 期号: 6, 页码: 2066-2085
Authors:  Song, Yongsheng
Favorite  |  View/Download:24/0  |  Submit date:2020/01/10
G-martingales with finite variation  Generalized G-ito processes  Unique decomposition  G-Sobolev spaces  
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23, 页码: 20
Authors:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
Favorite  |  View/Download:32/0  |  Submit date:2018/07/30
G-expectation  (E)over-cap(9)-supermartingale  (E)over-cap(9)-supermartingale decomposition theorem  
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23
Authors:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
Favorite  |  View/Download:17/0  |  Submit date:2019/12/31
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:18/0  |  Submit date:2018/07/30
G-normal distribution  Stein type characterization  G-expectation  
A note on G-normal distributions 期刊论文
STATISTICS & PROBABILITY LETTERS, 2015, 卷号: 106, 页码: 142-146
Authors:  Song, Yongsheng
Favorite  |  View/Download:13/0  |  Submit date:2018/07/30
G-normal distribution  Cramer's decomposition  
G-expectation weighted Sobolev spaces, backward SDE and path dependent PDE 期刊论文
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 2015, 卷号: 67, 期号: 4, 页码: 1725-1757
Authors:  Peng, Shige;  Song, Yongsheng
Favorite  |  View/Download:16/0  |  Submit date:2018/07/30
backward SDEs  partial differential equations  path dependent PDEs  G-expectation  G-martingale  Sobolev space  G-Sobolev space