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  1. 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)
  2. Note on Viscosity Solution of Path-Dependent PDE and G-Martingales
    2011/06/06 by Shigē Péng, Peng, Shige · 7 citations
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · #35J #35K #60E #60H #62C #62D #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications