Yiqing Lin

Yiqing Lin

École Polytechnique (Institut Polytechnique de Paris) - Palaiseau / France
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1661641
Polytechnic School
person_outline Yiqing Lin's MOST POPULAR ARTICLES
1-) Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motionX Li, X Lin, Y LinJournal of Mathematical Analysis and Applications 439 (1), 235-255, 20161182016
2-) On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficientsY Lin, X BaiActa Mathematicae Applicatae Sinica, English Series 30 (3), 589–610, 201483*2014
3-) Causal transport in discrete time and applicationsJB Veraguas, M Beiglböck, Y Lin, A ZalashkoarXiv preprint arXiv:1606.04062, 201649*2016
4-) Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditionsY LinElectron. J. Probab 18 (9), 1-23, 2013582013
5-) Second order backward SDE with random terminal timeY Lin, Z Ren, N Touzi, J YangarXiv preprint arXiv:1802.02260, 2018372018