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Yiqing LIN
Yiqing LIN
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Title
Cited by
Cited by
Year
Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion
X Li, X Lin, Y Lin
Journal of Mathematical Analysis and Applications 439 (1), 235-255, 2016
1362016
On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients
Y Lin, X Bai
Acta Mathematicae Applicatae Sinica, English Series 30 (3), 589–610, 2014
109*2014
Causal transport in discrete time and applications
JB Veraguas, M Beiglböck, Y Lin, A Zalashko
arXiv preprint arXiv:1606.04062, 2016
85*2016
Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions
Y Lin
Electron. J. Probab 18 (9), 1-23, 2013
582013
Second order backward SDE with random terminal time
Y Lin, Z Ren, N Touzi, J Yang
arXiv preprint arXiv:1802.02260, 2018
372018
Quadratic backward stochastic differential equations driven by G-Brownian motion: Discrete solutions and approximation
Y Hu, Y Lin, AS Hima
Stochastic Processes and their Applications, 2018
282018
Quadratic BSDEs with mean reflection
H Hibon, Y Hu, Y Lin, P Luo, F Wang
arXiv preprint arXiv:1705.09852, 2017
232017
Generalized Wasserstein distance and weak convergence of sublinear expectations
X Li, Y Lin
Journal of Theoretical Probability 30 (2), 581-593, 2017
142017
Équations différentielles stochastiques sous les espérances mathématiques non-linéaires et applications
Y Lin
Rennes 1, 2013
112013
A new existence result for second-order BSDEs with quadratic growth and their applications
Y Lin
Stochastics 88 (1), 128-146, 2016
92016
Utility maximization problem with random endowment and transaction costs: when wealth may become negative
Y Lin, J Yang
Stochastic Analysis and Applications 35 (2), 257-278, 2017
72017
On the existence of shadow prices for optimal investment with random endowment
L Gu, Y Lin, J Yang
Stochastics 89 (6-7), 1082-1103, 2017
52017
On the dual problem of utility maximization in incomplete markets
L Gu, Y Lin, J Yang
Stochastic Processes and their Applications 126 (4), 1019-1035, 2016
52016
Reflected stochastic differential equations driven by -Brownian motion in non-convex domains
Y Lin, AS Hima
arXiv preprint arXiv:1703.03238, 2017
42017
Strict comparison theorems under sublinear expectations
X Li, Y Lin
Archiv der Mathematik 109 (5), 489-498, 2017
22017
Utility maximization problem under transaction costs: optimal dual processes and stability
L Gu, Y Lin, J Yang
arXiv preprint arXiv:1710.04363, 2017
1*2017
A note on utility maximization with transaction costs and random endoment: numéraire-based model and convex duality
L Gu, Y Lin, J Yang
arXiv preprint arXiv:1602.01070, 2016
12016
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Articles 1–17