Zobrazeno 1 - 10
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pro vyhledávání: '"Shiqiu Zheng"'
Autor:
Shoumei Li, Shiqiu Zheng
Publikováno v:
Communications in Statistics - Simulation and Computation. 51:7133-7150
In this paper, we consider filtration-consistent nonlinear expectations which satisfy a general domination condition. We show that filtration-consistent nonlinear expectations can be represented by...
Autor:
Shiqiu Zheng, Gaofeng Zong
Publikováno v:
Stochastics. 91:836-856
This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the past and the future. For a sufficiently small time delay or a sufficient
Publikováno v:
Journal of Mathematical Analysis and Applications. 500:125102
In this paper, we consider the backward stochastic differential equation (BSDE) with generator $f(y)|z|^2,$ where the function $f$ is defined on an open interval $D$ and locally integrable. The existence and uniqueness of bounded solutions and $L^p(p
Publikováno v:
International Journal of General Systems. 47:137-154
Liu and Shen discussed the role of stochastic suppression on the explosive solution by a polynomial noise for a deterministic differential system satisfying a general polynomial growth condition. They further showed that the global solution of the co
Autor:
Shoumei Li, Shiqiu Zheng
Publikováno v:
Journal of Theoretical Probability. 31:119-158
A system of dynamically consistent nonlinear evaluation (\({\mathcal {F}}\)-evaluation) provides an ideal characterization for the dynamical behaviors of risk measures and the pricing of contingent claims. The purpose of this paper is to study the re
Publikováno v:
Applied Mathematics Letters. 107:106468
This brief is devoted to examine the exponential stability for highly nonlinear hybrid neutral stochastic systems with time varying delays by the novel approach of multiple degenerate functionals. The asymptotic stability criteria relying on delays s
Autor:
Shiqiu Zheng, Shoumei Li
In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short), whose generators are monotonic and convex growth in $y$ and quadratic growth in $z$. We also obtain a converse comparis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e627179056badbd6966da3db99ef478d
Publikováno v:
Proceedings of the 2012 International Conference on Cybernetics and Informatics ISBN: 9781461438717
Operations research is an interdisciplinary mathematical science that focuses on the effective use of technology. It is an important practical foundation course, while the existing teaching pattern of Operations research in our higher vocational educ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5bcaf41dfdc960a20c672af14d2788c2
https://doi.org/10.1007/978-1-4614-3872-4_193
https://doi.org/10.1007/978-1-4614-3872-4_193
Autor:
Shiqiu Zheng, Shoumei Li
Publikováno v:
Journal of Theoretical Probability; Mar2018, Vol. 31 Issue 1, p119-158, 40p
Publikováno v:
Communications in Computer and Information Science ISBN: 9783642274510
ICICA (2)
ICICA (2)
In this paper, we establishes a limit theorem of backward stochastic differential equations (BSDEs) where the coefficient is independent of y and uniformly continuous in z. With this limit theorem, some converse comparison theorems of this kind of BS
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cb6ec4ccdd96d33a0d8b1ff6eb835cf2
https://doi.org/10.1007/978-3-642-27452-7_7
https://doi.org/10.1007/978-3-642-27452-7_7