[1] Wang Falei, Zheng Guoqiang*: Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Generators, Journal of Theoretical Probability, 2021, 34(2):660-681.
[2] Hu Mingshang, Wang Falei*: Maximum principle for stochastic recursive optimal control problem under model uncertainty, SIAM Journal on Control and Optimization, 2020, 58(3):1341-1370..
[3] Hu Mingshang, Qu Baoyou, Wang Falei*: BSDEs driven by G-Brownian motion with time-varying Lipschitz condition, Journal of Mathematical Analysis and Applications, 2020, 491(2), No. 124342, 27pp..
[4] Li Hanwu, Wang Falei*: Stochastic optimal control problem with obstacle constraints in sublinear expectation framework, Journal of  Optimization Theory and Applications, 2019, 183(2): 422-439..
[5] Luo Peng, Wang Falei*: Viability for stochastic differential equations driven by G-Brownian motion, Journal of Theoretical Probability, 2019, 32(1): 395-416..
[6] Liu Guomin, Wang Falei*: BSDEs with mean reflection driven by G-Brownian motion, Journal of Mathematical Analysis and Applications, 2019, 470(1): 599-618..
[7] Hu Mingshang, Wang Falei*: Ergodic BSDEs driven by G-Brownian motion and applications, Stochastics and Dynamics, 2018, 18(6), No. 1850050, 35pp..
[8] Hibon Hélène, Hu Ying*, Lin Yiqing, Luo Peng, Wang Falei: Quadratic BSDEs with mean reflection, Mathematical control and related fields, 2018, 8(3-4): 721-738. .
[9] Wang Falei, Zheng Guoqiang*: Sample path properties of G-Brownian motion, Journal of Mathematical Analysis and Applications, 2018, 467(1): 421-431..
[10] Hu Mingshang, Wang Falei*:  Stochastic optimal control problem with infinite horizon driven by G-Brownian motion, ESAIM: Control, Optimisation and Calculus of Variations, 2018, 24(2): 873-899..
[11] Li Xinpeng, Wang Falei*: Some properties for Itô processes driven by G-Brownian motion, Electronic Communications in Probability, 2017, 22, No. 46, 10pp. .
[12] Hu Mingshang, Wang Falei*, Zheng Guoqiang: Quasi-continuous random variables and processes under the G-expectation framework, Stochastic Processes and their Applications, 2016, 126(8): 2367-2387..
[13] Peng Shige*, Wang Falei: BSDE, path-dependent PDE and nonlinear Feynman-Kac formula, Science China Mathematics, 2016, 59(1): 19-36..
[14] Wang Falei*: BSDEs with jumps and path-dependent parabolic integro-differential equations, Chinese Annals of Mathematics, Series B, 2015, 36(4): 625-644..
[15] Hu Mingshang, Li Hanwu, Wang Falei*, Zheng Guoqiang: Invariant and ergodic nonlinear expectations for G-diffusion processes, Electronic Communications in Probability, 2015, 20, No. 30, 15pp..
[16] Luo Peng, Wang Falei*: On the comparison theorem for multi-dimensional G-SDEs, Statistics and Probability Letters, 2015, 96(1): 38-44..
[17] Luo Peng, Wang Falei*: Stochastic differential equations driven by G-Brownian motion and ordinary differential equations, Stochastic Processes and their Applications, 2014, 124(11): 3869-3885.

[1] Wang Falei, Zheng Guoqiang*: Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Generators, Journal of Theoretical Probability, 2021, 34(2):660-681.
[2] Hu Mingshang, Wang Falei*: Maximum principle for stochastic recursive optimal control problem under model uncertainty, SIAM Journal on Control and Optimization, 2020, 58(3):1341-1370..
[3] Hu Mingshang, Qu Baoyou, Wang Falei*: BSDEs driven by G-Brownian motion with time-varying Lipschitz condition, Journal of Mathematical Analysis and Applications, 2020, 491(2), No. 124342, 27pp..
[4] Li Hanwu, Wang Falei*: Stochastic optimal control problem with obstacle constraints in sublinear expectation framework, Journal of  Optimization Theory and Applications, 2019, 183(2): 422-439..
[5] Luo Peng, Wang Falei*: Viability for stochastic differential equations driven by G-Brownian motion, Journal of Theoretical Probability, 2019, 32(1): 395-416..
[6] Liu Guomin, Wang Falei*: BSDEs with mean reflection driven by G-Brownian motion, Journal of Mathematical Analysis and Applications, 2019, 470(1): 599-618..
[7] Hu Mingshang, Wang Falei*: Ergodic BSDEs driven by G-Brownian motion and applications, Stochastics and Dynamics, 2018, 18(6), No. 1850050, 35pp..
[8] Hibon Hélène, Hu Ying*, Lin Yiqing, Luo Peng, Wang Falei: Quadratic BSDEs with mean reflection, Mathematical control and related fields, 2018, 8(3-4): 721-738. .
[9] Wang Falei, Zheng Guoqiang*: Sample path properties of G-Brownian motion, Journal of Mathematical Analysis and Applications, 2018, 467(1): 421-431..
[10] Hu Mingshang, Wang Falei*:  Stochastic optimal control problem with infinite horizon driven by G-Brownian motion, ESAIM: Control, Optimisation and Calculus of Variations, 2018, 24(2): 873-899..
[11] Li Xinpeng, Wang Falei*: Some properties for Itô processes driven by G-Brownian motion, Electronic Communications in Probability, 2017, 22, No. 46, 10pp. .
[12] Hu Mingshang, Wang Falei*, Zheng Guoqiang: Quasi-continuous random variables and processes under the G-expectation framework, Stochastic Processes and their Applications, 2016, 126(8): 2367-2387..
[13] Peng Shige*, Wang Falei: BSDE, path-dependent PDE and nonlinear Feynman-Kac formula, Science China Mathematics, 2016, 59(1): 19-36..
[14] Wang Falei*: BSDEs with jumps and path-dependent parabolic integro-differential equations, Chinese Annals of Mathematics, Series B, 2015, 36(4): 625-644..
[15] Hu Mingshang, Li Hanwu, Wang Falei*, Zheng Guoqiang: Invariant and ergodic nonlinear expectations for G-diffusion processes, Electronic Communications in Probability, 2015, 20, No. 30, 15pp..
[16] Luo Peng, Wang Falei*: On the comparison theorem for multi-dimensional G-SDEs, Statistics and Probability Letters, 2015, 96(1): 38-44..
[17] Luo Peng, Wang Falei*: Stochastic differential equations driven by G-Brownian motion and ordinary differential equations, Stochastic Processes and their Applications, 2014, 124(11): 3869-3885.

[1] Wang Falei, Zheng Guoqiang*: Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Generators, Journal of Theoretical Probability, 2021, 34(2):660-681.
[2] Hu Mingshang, Wang Falei*: Maximum principle for stochastic recursive optimal control problem under model uncertainty, SIAM Journal on Control and Optimization, 2020, 58(3):1341-1370..
[3] Hu Mingshang, Qu Baoyou, Wang Falei*: BSDEs driven by G-Brownian motion with time-varying Lipschitz condition, Journal of Mathematical Analysis and Applications, 2020, 491(2), No. 124342, 27pp..
[4] Li Hanwu, Wang Falei*: Stochastic optimal control problem with obstacle constraints in sublinear expectation framework, Journal of  Optimization Theory and Applications, 2019, 183(2): 422-439..
[5] Luo Peng, Wang Falei*: Viability for stochastic differential equations driven by G-Brownian motion, Journal of Theoretical Probability, 2019, 32(1): 395-416..
[6] Liu Guomin, Wang Falei*: BSDEs with mean reflection driven by G-Brownian motion, Journal of Mathematical Analysis and Applications, 2019, 470(1): 599-618..
[7] Hu Mingshang, Wang Falei*: Ergodic BSDEs driven by G-Brownian motion and applications, Stochastics and Dynamics, 2018, 18(6), No. 1850050, 35pp..
[8] Hibon Hélène, Hu Ying*, Lin Yiqing, Luo Peng, Wang Falei: Quadratic BSDEs with mean reflection, Mathematical control and related fields, 2018, 8(3-4): 721-738. .
[9] Wang Falei, Zheng Guoqiang*: Sample path properties of G-Brownian motion, Journal of Mathematical Analysis and Applications, 2018, 467(1): 421-431..
[10] Hu Mingshang, Wang Falei*:  Stochastic optimal control problem with infinite horizon driven by G-Brownian motion, ESAIM: Control, Optimisation and Calculus of Variations, 2018, 24(2): 873-899..
[11] Li Xinpeng, Wang Falei*: Some properties for Itô processes driven by G-Brownian motion, Electronic Communications in Probability, 2017, 22, No. 46, 10pp. .
[12] Hu Mingshang, Wang Falei*, Zheng Guoqiang: Quasi-continuous random variables and processes under the G-expectation framework, Stochastic Processes and their Applications, 2016, 126(8): 2367-2387..
[13] Peng Shige*, Wang Falei: BSDE, path-dependent PDE and nonlinear Feynman-Kac formula, Science China Mathematics, 2016, 59(1): 19-36..
[14] Wang Falei*: BSDEs with jumps and path-dependent parabolic integro-differential equations, Chinese Annals of Mathematics, Series B, 2015, 36(4): 625-644..
[15] Hu Mingshang, Li Hanwu, Wang Falei*, Zheng Guoqiang: Invariant and ergodic nonlinear expectations for G-diffusion processes, Electronic Communications in Probability, 2015, 20, No. 30, 15pp..
[16] Luo Peng, Wang Falei*: On the comparison theorem for multi-dimensional G-SDEs, Statistics and Probability Letters, 2015, 96(1): 38-44..
[17] Luo Peng, Wang Falei*: Stochastic differential equations driven by G-Brownian motion and ordinary differential equations, Stochastic Processes and their Applications, 2014, 124(11): 3869-3885.