Guomin Liu

1. Multi-dimensional BSDEs driven by G-Brownian motion and related system of fully nonlinear PDEs
   2018/11/19 by Guomin Liu, Liu, Guomin · 5 citations
   Economics, Econometrics and Finance · Mathematics · #60H10 #60H30 #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
2. Exit times for semimartingales under nonlinear expectation
   2018/12/03 by Guomin Liu, Liu, Guomin · 1 citation
   Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Economic theories and models #Insurance, Mortality, Demography, Risk Management