Lyapunov-type conditions and stochastic differential equations driven by G -Brownian motion X Li, X Lin, Y Lin
Journal of Mathematical Analysis and Applications 439 (1), 235-255, 2016
131 2016 On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients Y Lin, X Bai
Acta Mathematicae Applicatae Sinica, English Series 30 (3), 589–610, 2014
105 * 2014 Causal transport in discrete time and applications JB Veraguas, M Beiglböck, Y Lin, A Zalashko
arXiv preprint arXiv:1606.04062, 2016
76 * 2016 Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions Y Lin
Electron. J. Probab 18 (9), 1-23, 2013
59 2013 Second order backward SDE with random terminal time Y Lin, Z Ren, N Touzi, J Yang
arXiv preprint arXiv:1802.02260, 2018
31 2018 Quadratic backward stochastic differential equations driven by G-Brownian motion: Discrete solutions and approximation Y Hu, Y Lin, AS Hima
Stochastic Processes and their Applications, 2018
23 2018 Quadratic BSDEs with mean reflection H Hibon, Y Hu, Y Lin, P Luo, F Wang
arXiv preprint arXiv:1705.09852, 2017
18 2017 Generalized Wasserstein distance and weak convergence of sublinear expectations X Li, Y Lin
Journal of Theoretical Probability 30 (2), 581-593, 2017
14 2017 A new existence result for second-order BSDEs with quadratic growth and their applications Y Lin
Stochastics 88 (1), 128-146, 2016
13 2016 Équations différentielles stochastiques sous les espérances mathématiques non-linéaires et applications Y Lin
Rennes 1, 2013
12 2013 Utility maximization problem with random endowment and transaction costs: when wealth may become negative Y Lin, J Yang
Stochastic Analysis and Applications 35 (2), 257-278, 2017
7 2017 On the existence of shadow prices for optimal investment with random endowment L Gu, Y Lin, J Yang
Stochastics 89 (6-7), 1082-1103, 2017
5 2017 Reflected stochastic differential equations driven by -Brownian motion in non-convex domains Y Lin, AS Hima
arXiv preprint arXiv:1703.03238, 2017
3 2017 On the dual problem of utility maximization in incomplete markets L Gu, Y Lin, J Yang
Stochastic Processes and their Applications 126 (4), 1019-1035, 2016
3 2016 Strict comparison theorems under sublinear expectations X Li, Y Lin
Archiv der Mathematik 109 (5), 489-498, 2017
2 2017 Utility maximization problem under transaction costs: optimal dual processes and stability L Gu, Y Lin, J Yang
arXiv preprint arXiv:1710.04363, 2017
1 * 2017 A note on utility maximization with transaction costs and random endoment: numéraire-based model and convex duality L Gu, Y Lin, J Yang
arXiv preprint arXiv:1602.01070, 2016
1 2016