Falei Wang

Finance · with Hu · 2014

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it
• Management Science and Operations Research — 8 citations into it

Whom Falei Wang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shige Peng
2. Mingshang Hu
3. Yongsheng Song
4. Laurent Denis

Papers from Falei Wang's perspective

Ordered by how strongly the researchers Falei Wang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
2. Some properties on G-evaluation and its applications to G-martingale decomposition
3. Backward stochastic differential equations driven by G-Brownian motion
4. Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims
5. NONLINEAR EXPECTATIONS AND NONLINEAR MARKOV CHAINS
6. On representation theorem of G-expectations and paths of G-Brownian motion
7. Stopping times and related Itô's calculus with G-Brownian motion
8. Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths
9. Controlled diffusion processes
10. Uniqueness of the representation for $G$-martingales with finite variation

Their papers

• Quasi-continuous random variables and processes under the G-expectation framework (2014) — 76 citations