张会林

2026

Reflected backward stochastic differential equations with rough drivers

Stochastic Processes and their Applications

DOI

2026

Randomisation of Rough Stochastic Differential Equations

Springer eBooks

DOI

2024

Classical solution of path-dependent mean-field semilinear PDEs

Electronic Journal of Probability

DOI

2020

Wong–Zakai Approximation for Stochastic Differential Equations Driven by G-Brownian Motion

Journal of theoretical probability

DOI

2019

Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 1

Annales De L Institut Henri Poincare-probabilites Et Statistiques

DOI

2019

Deterministic homogenization for discrete-time fast-slow systems under optimal moment assumptions

2018

带跳的rough path理论及其在线性和非线性期望中的应用

《山东大学》

2017

Differential equations driven by rough paths with jumps

DOI

2016

Multiscale Systems, Homogenization, and Rough Paths

Probability and Analysis in Interacting Physical Systems

DOI

2016

Stochastic calculus with respect to G-Brownian motion viewed through rough paths

Science China Mathematics

DOI

2015

G-Stochastic Calculus Viewed through Rough Paths and the Norris Lemma in G-framework

2015

A Complex Version of G-Expectation and its Application to Conformal Martingale

2015

Wong-Zakai Approximation through Rough Paths in the G-expectation Framework