Song, Yongsheng

1. Backward Stochastic Differential Equations Driven by G-Brownian Motion
   2012/06/26 by Hu, Mingshang, Ji, Shaolin, Peng, Shige +1 · 6 citations
   #60H10 #60H30 #FOS: Mathematics #Probability (math.PR)
2. Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion
   2012/12/21 by Hu, Mingshang, Ji, Shaolin, Peng, Shige +1 · 6 citations
   #FOS: Mathematics #Probability (math.PR)
3. Uniqueness of the representation for G-martingales with finite variation
   2010/12/09 by Yongsheng Song, Song, Yongsheng · 4 citations
   Economics, Econometrics and Finance · Mathematics · #Advanced Harmonic Analysis Research #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories
4. G-Expectation Weighted Sobolev Spaces, Backward SDE and Path Dependent PDE
   2013/05/21 by Peng, Shige, Song, Yongsheng · 2 citations
   #35J #35K #60E #60H #62C #62D #FOS: Mathematics #Probability (math.PR)
5. Normal Approximation by Stein's Method under Sublinear Expectations
   2017/11/15 by Song, Yongsheng · 2 citations
   #60F05 #60G50 #FOS: Mathematics #Probability (math.PR)
6. Limit theorems with rate of convergence under sublinear expectations
   2017/11/29 by Fang, Xiao, Peng, Shige, Shao, Qi-Man +1 · 2 citations
   #60F05 #FOS: Mathematics #Probability (math.PR)
7. Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections
   2019/12/12 by Li, Hanwu, Song, Yongsheng · 2 citations
   #FOS: Mathematics #Probability (math.PR)
8. Gradient Estimates for Nonlinear Diffusion Semigroups by Coupling Methods
   2014/07/21 by Song, Yongsheng · 1 citation
   #35K55 #60H10 #60J60 #FOS: Mathematics #Probability (math.PR)