Xinpeng Li
Finance · with Peng · 2009
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #3,481 of 10,518 by trust here, #6,671 by citations
- Management Science and Operations Research — 8 citations into it; #3,493 of 11,946 by trust here, #6,888 by citations
Whom Xinpeng Li trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Xinpeng Li overall
- Shige Peng
- Mingshang Hu
- Xinpeng Li
- Marcel Nutz
- Shaolin Ji
- Joerg Vorbrink
- Xiangyun Lin
- Yiqing Lin
- Yongsheng Song
- Yong Ren
Papers from Xinpeng Li's perspective
Ordered by how strongly the researchers Xinpeng Li trusts endorse each paper. Same corpus, a different order for every researcher.
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
- Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths
- Martingale characterization of G-Brownian motion
- Ambiguity, risk, and asset returns in continuous time
- G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Some properties on G-evaluation and its applications to G-martingale decomposition
- On viscosity solutions of path dependent PDEs
Their papers
- Stopping times and related Itô's calculus with G-Brownian motion (2009) — 204 citations