Yongsheng Song

Finance · 2009–2017

A researcher in the Science corpus: 9 papers; trusts 18 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Finance — 85 citations into it; #1,223 of 10,518 by trust here, #3,009 by citations
• Management Science and Operations Research — 63 citations into it; #1,475 of 11,946 by trust here, #4,267 by citations
• Economics and Econometrics — 20 citations into it
• Demography — 17 citations into it
• Mathematical Physics — 11 citations into it; #2,778 of 8,562 by trust here, #4,785 by citations
• Modeling and Simulation — 10 citations into it
• Statistical and Nonlinear Physics — 10 citations into it
• Statistics and Probability — 7 citations into it; #7,756 of 12,932 by trust here, #12,603 by citations

Whom Yongsheng Song trusts overall

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

1. Shige Peng
2. H. M. Soner
3. Mingshang Hu
4. Laurent Denis
5. Louis H. Y. Chen
6. Nizar Touzi
7. Jianfeng Zhang
8. Larry Goldstein
9. Shaun S. Wang
10. Marcel Nutz

Who trusts Yongsheng Song overall

1. Shige Peng
2. Mingshang Hu
3. Marcel Nutz
4. Ariel Neufeld
5. H. M. Soner
6. Jianfeng Zhang
7. Xiao Fang
8. Shaolin Ji
9. Nizar Touzi
10. Xue-peng Bai

Papers from Yongsheng Song's perspective

Ordered by how strongly the researchers Yongsheng Song 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. Convex measures of risk and trading constraints (Finance and Stochastics)
4. Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims
5. Ambiguity, risk, and asset returns in continuous time
6. Martingale characterization of G-Brownian motion
7. On viscosity solutions of path dependent PDEs
8. A bound for the error in the normal approximation to the distribution of a sum of dependent random variables
9. Random G-expectations.
10. Optimal Stopping under Nonlinear Expectation

Their papers

• Some properties on G-evaluation and its applications to G-martingale decomposition (2010) — 169 citations
• Normal approximation by Stein’s method under sublinear expectations (2017) — 51 citations
• A complete representation theorem for G-martingales (2012) — 63 citations
• Properties of hitting times for G-martingales and their applications (2011) — 50 citations
• Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (2009) — 66 citations
• Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion (2012) — 174 citations
• Limit theorems with rate of convergence under sublinear expectations (2017) — 55 citations
• Backward stochastic differential equations driven by G-Brownian motion (2012) — 186 citations
• Uniqueness of the representation for $G$-martingales with finite variation (2010) — 49 citations