Shaolin Ji
Finance · 2012–2017
A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 54 citations into it; #9,989 of 10,518 by trust here, #6,960 by citations
- Management Science and Operations Research — 36 citations into it
- Economics and Econometrics — 12 citations into it
- Demography — 11 citations into it
- Mathematical Physics — 8 citations into it
- Modeling and Simulation — 5 citations into it
Whom Shaolin Ji trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Shaolin Ji overall
Papers from Shaolin Ji's perspective
Ordered by how strongly the researchers Shaolin Ji trusts endorse each paper. Same corpus, a different order for every researcher.
- G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
- On viscosity solutions of path dependent PDEs
- A complete representation theorem for G-martingales
- Some properties on G-evaluation and its applications to G-martingale decomposition
- Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims
- NONLINEAR EXPECTATIONS AND NONLINEAR MARKOV CHAINS
- G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty
- Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths
- Stopping times and related Itô's calculus with G-Brownian motion
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
Their papers
- Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion (2012) — 174 citations
- Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion (2017) — 47 citations
- Backward stochastic differential equations driven by G-Brownian motion (2012) — 186 citations