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Peng Shige - Title:Existence of stochastic control under state constraints
- Journal:C.R.Acad. Sci. Paris[]
- Review:
Peng Shige - Title:Backward Stochastic Differential Equations Nonlinear Expectations, Nonllinear Evaluations and Risk Measures
- Journal:[]
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Peng Shige - Title:Probailistic interpretation for systems of qudsilinear parabolic partial differential equations
- Journal:Stochastics and stochastics Reports[]
- Review:
Peng Shige - Title:Adapted Solution of backward stochastic differential equation
- Journal:Systems & Control letters[]
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Peng Shige - Title:A converse comparison theorem for BSDEs and related properties of g-expectation
- Journal:Elect. comm. in Probab[]
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Peng Shige - Title:A type of time-symmetric forward-backward stochastic differential equations
- Journal:C.R.Acad. Sci. Paris[]
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Peng Shige - Title:Continuous Properties of G-Martingales
- Journal:Chin. Ann. of Math[]
- Review:
Peng Shige - Title:Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims
- Journal:Acta mathematicae Applicatae Sinica, English Serie[]
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Peng Shige Zhenqing Chen - Title:A general downcrossing inequality for g-martingales
- Journal:[]
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Peng Shige Yufeng Shi - Title:Infinite horizon Forward-Backward Stochastic Differential Equations
- Journal:Stochastic Processes and Their Applications[]
- Review:
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