论文:
[1]
The relationship between risk measures and Choquet expectations in the framework of g-expectations
Statistics and Probability Letters, 508-512, 2009. (He, K., Hu, M.,Chen, Z.)
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[2]
On representation theorem of G-expectations and paths of G-Brownian motion
Acta Math. Appl. Sin., English Series 25(3), pp 539-546, 2009. ( Hu, M., Peng, S.)
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[3]
On the integral representation of g-expectations
C. R. Acad. Sci. Paris, Ser. I 348, 571-574, 2010. (Hu, M.)
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[4]
Function spaces and capacity related to a sublinear expectation: application to G-Brownian Motion Paths
Potential Analysis 34(2), 139-161, 2011. (Denis, L., Hu, M., Peng, S.)
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[5]
Explicit solutions of the G-heat equation for a class of initial conditions
Nonlinear Analysis 75, 6588-6599, 2012. (Hu, M.)
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[6]
The domination of g-evaluations and Choquet evaluations
Acta Mathematica Sinica, English Series 29(5), 1027-1032, 2013. (He, K., Hu, M.)
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[7]
Representation theorem for generators of BSDEs driven by G-Brownian motion and its applications
Abstract and Applied Analysis 2013, 1-10, 2013. (He, K., Hu, M.)
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[8]
Backward stochastic differential equations driven by G -Brownian motion
Stochastic Processes and their Applications 124, 759-784, 2014. (Hu, M., Ji, S., Peng, S., Song, Y.)
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[9]
Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by G -Brownian motion
Stochastic Processes and their Applications 124, 1170-1195, 2014. (Hu, M., Ji, S., Peng, S., Song, Y.)
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