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Song Yao
AD Scientific Index 2024
Natural Sciences / Mathematical Sciences
University of Pittsburgh - Pittsburgh / United States
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Song Yao's MOST POPULAR ARTICLES
1-)
Optimal stopping for non-linear expectations—Part IE Bayraktar, S YaoStochastic Processes and Their Applications 121 (2), 185-211, 2011692011
2-)
Optimal stopping for dynamic convex risk measuresE Bayraktar, I Karatzas, S YaoIllinois Journal of Mathematics 54 (3), 1025-1067, 2010642010
3-)
Representation theorems for quadratic F-consistent nonlinear expectationsY Hu, J Ma, S Peng, S YaoStochastic Processes and their Applications 118 (9), 1518-1551, 2008402008
4-)
On Quadratic g-Evaluations/Expectations and Related AnalysisJ Ma, S YaoStochastic Analysis and Applications 28 (4), 711-734, 2010372010
5-)
On the robust optimal stopping problemE Bayraktar, S YaoSIAM Journal on Control and Optimization 52 (5), 3135-3175, 2014362014
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