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 | 136 | 2016 |
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 | 58 | 2013 |
Second order backward SDE with random terminal time Y Lin, Z Ren, N Touzi, J Yang arXiv preprint arXiv:1802.02260, 2018 | 37 | 2018 |
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 | 28 | 2018 |
Quadratic BSDEs with mean reflection H Hibon, Y Hu, Y Lin, P Luo, F Wang arXiv preprint arXiv:1705.09852, 2017 | 23 | 2017 |
Generalized Wasserstein distance and weak convergence of sublinear expectations X Li, Y Lin Journal of Theoretical Probability 30 (2), 581-593, 2017 | 14 | 2017 |
Équations différentielles stochastiques sous les espérances mathématiques non-linéaires et applications Y Lin Rennes 1, 2013 | 11 | 2013 |
A new existence result for second-order BSDEs with quadratic growth and their applications Y Lin Stochastics 88 (1), 128-146, 2016 | 9 | 2016 |
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 | 7 | 2017 |
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 | 5 | 2017 |
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 | 5 | 2016 |
Reflected stochastic differential equations driven by -Brownian motion in non-convex domains Y Lin, AS Hima arXiv preprint arXiv:1703.03238, 2017 | 4 | 2017 |
Strict comparison theorems under sublinear expectations X Li, Y Lin Archiv der Mathematik 109 (5), 489-498, 2017 | 2 | 2017 |
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 | 1 | 2016 |