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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates

Paper Publications

[61] Shaolin Ji , pengshige and humingshang. Backward stochastic differential equations driven by G-Brownian motion. Stochastic Processes and their Applications, 2014.
[62] pengshige , Shaolin Ji and humingshang. Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Browni.... Stochastic Processes and their Applications, 2014.
[63] yangshuzhen , Shaolin Ji and humingshang. A stochastic recursive optimal control problem under the G-expectation framework. Applied Mathematics & Optimization, 2014.
[64] Shaolin Ji and humingshang. Stochastic maximum principle for stochastic recursive optimal control problem under volatility am.... SIAM J. CONTROL OPTIM., 2016.
[65] Shaolin Ji , pengshige and humingshang. Backward stochastic differential equations driven by G-Brownian motion. Stochastic Processes and their Applications, 2014.
[66] Shaolin Ji and humingshang. Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brow.... Stochastic Processes and their Applications, 127, 10, 2017.
[67] Shaolin Ji and 孙钏峰. The least squares estimator of random variables under sublinear expectations. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 451, 906, 2017.
[68] Shaolin Ji. A generalized Neyman–Pearson lemma for g-probabilities. Probability theory and related fields, 148, 645, 2010.
[69] Wu Zhen and Shaolin Ji. The maximum principle for one kind of stochastic optimization problem and application in dynamic .... Acta Mathematica Sinica-English Series, 23, 2189, 2007.
[70] Shaolin Ji. The Neyman-Pearson lemma under g-probability. COMPTES RENDUS MATHEMATIQUE, 346, 209, 2008.

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