Q. Bi
Finance · with Ren · 2013
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 10 citations into it; #8,360 of 10,518 by trust here, #8,309 by citations
- Management Science and Operations Research — 5 citations into it
Whom Q. Bi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Q. Bi overall
Papers from Q. Bi's perspective
Ordered by how strongly the researchers Q. Bi trusts endorse each paper. Same corpus, a different order for every researcher.
- G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
- Martingale characterization of G-Brownian motion
- On representation theorem of G-expectations and paths of G-Brownian motion
- The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
- On the Exponential Stability of Stochastic Differential Equations (International Conference of Fuzzy Information and Engineering)
- Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
- Ambiguity, risk, and asset returns in continuous time
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
- Nonlinear Expectations and Stochastic Calculus under Uncertainty (Probability Theory and Stochastic Modelling)