Xue-peng Bai

Finance · 2010

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 — 7 citations into it
• Demography — 5 citations into it

Whom Xue-peng Bai trusts overall

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

1. Shige Peng
2. Yongsheng Song
3. Fuqing Gao
4. Mingshang Hu
5. A. Davie
6. Jingqin Xu

Papers from Xue-peng Bai's perspective

Ordered by how strongly the researchers Xue-peng Bai 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. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
3. Martingale characterization of G-Brownian motion
4. Some properties on G-evaluation and its applications to G-martingale decomposition
5. Backward stochastic differential equations driven by G-Brownian motion
6. Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
7. Uniqueness of solutions of stochastic differential equations
8. A study of a class of stochastic differential equations with non-Lipschitzian coefficients
9. Ambiguity, risk, and asset returns in continuous time
10. On viscosity solutions of path dependent PDEs

Their papers

• On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients (2010) — 94 citations