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In this paper we study the problems of invariant and ergodic expectations under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motion (G-SDEs) have… (More)
In this paper, we study the recursive stochastic optimal control problems. The control domain does not need to be convex, and the generator of the backward stochastic differential equation can… (More)
We obtain the viscosity solution of G-heat equation with the initial condition φ(x) = x for each integer n ≥ 1 using the method of G-Brownian motion.