宗高峰

2026

Existence of optimal and $ \epsilon $-optimal feedback controls for stochastic Cahn-Hilliard equation

Evolution Equations and Control Theory

DOI

2025

Time-space fractional stochastic Ginzburg-Landau equations: Global solvability, Sobolev-Hölder regularity, and Talagrand’s transportation inequality

Fractional Calculus and Applied Analysis

DOI

2025

Borel–Cantelli Lemma for Capacities

Mathematics

DOI

2025

Mild solutions to time-fractional stochastic semi-linear wave equations

Stochastics and Dynamics

DOI

2024

“创新驱动、数智赋能”需求下金融数学本科专业课程体系优化探索——以山东财经大学为例

《创新创业理论研究与实践》

2024

Limit theorems for delayed sums under sublinear expectation

Journal of Mathematical Analysis and Applications

DOI

2023

Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle

Stochastics

DOI

2023

Time-averaging principle for G-SDEs based on Lyapunov condition

Advances in Continuous and Discrete Models

DOI

2023

Nash Equilibrium of Stochastic Partial Differential Game with Partial Information via Malliavin Calculus

Complex

DOI

2023

From Transience to Recurrence for Cox–Ingersoll–Ross Model When b < 0

Mathematics

DOI

2022

Bilateral Harnack Inequalities for Stochastic Differential Equation with Multiplicative Noise

Journal of Function Spaces

DOI

2022

Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control

Journal of Mathematical Analysis and Applications

DOI

2021

On the Necessary and Sufficient Conditions for Peng’s Law of Large Numbers Under Sublinear Expectations

Chinese Annals of Mathematics. Series B

DOI

2020

Large deviation principle for random variables under sublinear expectations on Rd

DOI

2018

On optimal stopping and free boundary problems under ambiguity

Statistics and Probability Letters

DOI

2018

Weak laws of large numbers for sublinear expectation

DOI

2018

Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process

Frontiers of Mathematics in China

DOI

2017

BSDEs and SDEs with time-advanced and -delayed coefficients

Stochastics

DOI

2017

Strong laws of large numbers for sub-linear expectation without independence

DOI

2017

Comonotonic Random Sets and Its Additivity of Choquet Integrals

Int. J. Uncertain. Fuzziness Knowl. Based Syst.

DOI

2016

Fubini-Like Theorem of Real-Valued Choquet Integrals for Set-Valued Mappings

Int. J. Uncertain. Fuzziness Knowl. Based Syst.

DOI

2016

A stochastic linear-quadratic differential game with time-inconsistency

Electronic Research Archive

DOI

2016

Ju l 2 01 6 Time-Inconsistent Stochastic Linear-quadratic Di ff erential Game

2016

Malliavin method for optimal investment in financial markets with memory

DOI

2015

非线性期望理论中若干问题的研究

《山东大学》

2015

Strong law of large numbers for upper set-valued and fuzzy-set valued probability

DOI

2015

Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion

DOI

2014

Anticipated backward stochastic differential equations driven by the Teugels martingales

DOI

2013

Harnack inequality for mean-field stochastic differential equations

DOI

2010

Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest

DOI

2009

重尾随机变量加权和一致尾等价关系成立的条件

《高校应用数学学报A辑》

2008

The finite-time ruin probability for ND claims with constant interest force

DOI

2025

Existence of optimal controls for stochastic partial differential equations with fully local monotone coefficients

arXiv (Cornell University)

DOI