姜恋姿

2026

Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem

Stochastic Processes and their Applications

DOI

2025

Convergence rates for Chernoff-type approximations of convex monotone semigroups

Stochastic Processes and their Applications

DOI

2024

Error estimates for the robust α-stable central limit theorem under sublinear expectation by a discrete approximation method

Journal of Mathematical Analysis and Applications

DOI

2024

On the rate of convergence for an α-stable central limit theorem under sublinear expectation

Journal of Applied Probability

DOI

2024

Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion

Stochastics and Dynamics

DOI

2023

A Robust $$\alpha $$-Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition

Journal of Theoretical Probability

DOI

2022

非线性期望下的随机计算及相关问题

《山东大学》

2022

A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation

Probability Uncertainty and Quantitative Risk

DOI

2021

An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by G-Brownian motion

Journal of Mathematical Analysis and Applications

DOI

2021

Discrete‐time approximation for stochastic optimal control problems under the G‐expectation framework

Optimal control applications & methods

DOI

2020

An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by G-Brownian motion

Applied Numerical Mathematics

DOI

2020

An Effective Discrete Recursive Method for Stochastic Optimal Control Problems

arXiv.org

2019

Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations

arXiv.org