Wang, Falei
- Quasi-continuous random variables and processes under the G-expectation framework
2014/10/13 by Mingshang Hu, Hu, Mingshang, Falei Wang +3 · 6 citations
Decision Sciences · Economics, Econometrics and Finance · #60H10 #60H30 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Quadratic G-BSDEs with convex generators and unbounded terminal conditions
2021/01/27 by Hu, Ying, Tang, Shanjian, Wang, Falei · 7 citations
#60H10 #FOS: Mathematics #Probability (math.PR)
- Ergodic BSDEs driven by G-Brownian motion and their applications
2014/07/23 by Mingshang Hu, Hu, Mingshang, Falei Wang +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications
- Quadratic BSDEs with mean reflection
2017/05/27 by Hélène Hibon, Hibon, Hélène, Ying Hu +7 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Mathematics #Navier-Stokes equation solutions #Probability (math.PR) #Stochastic processes and financial applications
- Maximum principle for stochastic recursive optimal control problem under model uncertainty
2019/09/08 by Hu, Mingshang, Wang, Falei · 2 citations
#FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- BSDE, Path-dependent PDE and Nonlinear Feynman-Kac Formula
2011/08/22 by Peng, Shige, Wang, Falei · 1 citation
#35K99 #60H10 #60H30 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Stochastic optimal control problem with infinite horizon driven by G-Brownian motion
2016/06/05 by Hu, Mingshang, Wang, Falei · 1 citation
#35J60 #60H10 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Quadratic Mean-Field Reflected BSDEs
2022/01/25 by Ying Hu, Remi Moreau, Hu, Ying +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Economic theories and models #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications