BSDE, path-dependent PDE and nonlinear Feynman-Kac formula S Peng, F Wang
Science China Mathematics 59, 19-36, 2016
117 2016 Quasi-continuous random variables and processes under the G-expectation framework M Hu, F Wang, G Zheng
Stochastic Processes and their Applications 126 (8), 2367-2387, 2016
59 2016 Stochastic differential equations driven by G-Brownian motion and ordinary differential equations P Luo, F Wang
Stochastic Processes and their applications 124 (11), 3869-3885, 2014
34 2014 Quadratic BSDEs with mean reflection H Hibon, Y Hu, Y Lin, P Luo, F Wang
Mathematical Control and Related Fields 8 ((3&4)), 721-738., 2018
18 2018 Ergodic BSDEs driven by -Brownian motion and applications M Hu, F Wang
Stochastics and Dynamics 18 (06), 1850050, 2018
17 2018 Invariant and ergodic nonlinear expectations for -diffusion processes M Hu, H Li, F Wang, G Zheng
15 2015 On the comparison theorem for multi-dimensional G-SDEs P Luo, F Wang
Statistics & Probability Letters 96, 38-44, 2015
14 2015 Maximum principle for stochastic recursive optimal control problem under model uncertainty M Hu, F Wang
SIAM Journal on Control and Optimization 58 (3), 1341-1370, 2020
11 2020 Quadratic G-BSDEs with convex generators and unbounded terminal conditions Y Hu, S Tang, F Wang
Stochastic Processes and their Applications 153, 363-390, 2022
10 2022 Stochastic optimal control problem with infinite horizon driven by G-Brownian motion M Hu, F Wang
ESAIM: Control, Optimisation and Calculus of Variations 24 (2), 873-899, 2018
10 2018 Backward Stochastic Differential Equations Driven by G -Brownian Motion with Uniformly Continuous Generators F Wang, G Zheng
Journal of Theoretical Probability 34, 660-681, 2021
9 2021 Sample path properties of G-Brownian motion F Wang, G Zheng
Journal of Mathematical Analysis and Applications 467 (1), 421-431, 2018
8 * 2018 General Mean Reflected Backward Stochastic Differential Equations Y Hu, R Moreau, F Wang
Journal of Theoretical Probability, 1-28, 2023
7 * 2023 Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs M Hu, F Wang
Stochastic Processes and their Applications 141, 139-171, 2021
7 2021 Viability for Stochastic Differential Equations Driven by G -Brownian Motion P Luo, F Wang
Journal of Theoretical Probability 32, 395-416, 2019
7 2019 BSDEs with mean reflection driven by G-Brownian motion G Liu, F Wang
Journal of Mathematical Analysis and Applications 470 (1), 599-618, 2019
7 2019 BSDEs with jumps and path-dependent parabolic integro-differential equations F Wang
Chinese Annals of Mathematics, Series B 36 (4), 625-644, 2015
7 2015 Quadratic mean-field reflected BSDEs Y Hu, R Moreau, F Wang
Probability, Uncertainty and Quantitative Risk 7 (3), 169-194, 2022
5 2022 Maximum Principle for Mean-Field SDEs Under Model Uncertainty W He, P Luo, F Wang
Applied Mathematics & Optimization 87 (3), 59, 2023
3 2023 Maximum principle for general partial information nonzero sum stochastic differential games and applications T Nie, F Wang, Z Yu
Dynamic Games and Applications, 1-24, 2022
3 2022