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彭实戈

Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates

Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Degree:Doctor
Status:Retired
School/Department:数学学院
Date of Employment:1989-11-21
Business Address:知新楼B座1138室
Contact Information:13953104213

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Current position: Home >> Scientific Research >> Paper Publications

Paper Publications

2023-11-01
[1] . Survey on Path-Dependent PDEs. Chinese Annals of Mathematics (Ser. B), 44, 837-856, 2023.
2022-10-01
[2] . Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Me.... Journal of Scientific Computing, 93, 2022.
2023-03-01
[3] 胡明尚. A universal robust limit theorem for nonlinear Levy processes under sublinear expectation. PROBABILITY UNCERTAINTY AND QUANTITATIVE RISK, 8, 1, 2023.
2021-12-01
[4] 胡明尚. Extended conditional G-expectations and related stopping times. PROBABILITY UNCERTAINTY AND QUANTITATIVE RISK, 6, 369, 2021.
2023-04-30
[5] . Imbalanced binary classification under distribution uncertainty. Information Sciences, 156, 2023.
2023-03-31
[6] . Improving Value-at-Risk Prediction Under Model Uncertainty. Journal of Financial Econometrics, 21, 228, 2023.
2017-01-01
[7] . Stochastic calculus with respect to G-Brownian motion viewed through rough paths Dedicated to Pro.... Science China: Mathematics, 60, 1-20, 2017.
2022-02-28
[8] . DISTRIBUTIONAL UNCERTAINTY OF THE FINANCIAL TIME SERIES MEASURED BY G-EXPECTATION. Theory of Probability and Its Applications, 66, 729, 2022.
2016-01-01
[9] . BSDE, path-dependent PDE and nonlinear Feynman-Kac formula. Science China-Mathematics, 2016.
2023-03-31
[10] . Improving Value-at-Risk Prediction Under Model Uncertainty. Journal of Financial Econometrics, 21, 228, 2023.
2017-01-01
[11] . Stochastic calculus with respect to G-Brownian motion viewed through rough paths Dedicated to Pro.... 60, 1-20, 2017.
2022-03-31
[12] . Wong-Zakai Approximation for Stochastic Differential Equations Driven by G-Brownian Motion. Journal of Theoretical Probability, 2022.
2018-06-01
[13] 李邯武. Supermartingale decomposition theorem under G-expectation. ELECTRONIC JOURNAL OF PROBABILITY, 23, 2018.
2022-02-28
[14] 彭实戈. DISTRIBUTIONAL UNCERTAINTY OF THE FINANCIAL TIME SERIES MEASURED BY G-EXPECTATION. Theory of Probability and Its Applications, 66, 729, 2022.
2021-03-01
[15] 胡明尚. G-Levy processes under sublinear expectations. Probability, Uncertainty and Quantitative Risk, 2021.
2020-11-01
[16] Li, Hanwu. Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obs.... Stochastic Processes and their Applications, 130, 6556, 2020.
2020-01-01
[17] 纪晓君. Spatial and temporal white noises under sublinear G-expectation. SCIENCE CHINA Mathematics, 63, 61, 2020.
2020-01-01
[18] 彭实戈. A hypothesis-testing perspective on the G-normal distribution theory. statistics & probability letters, 156, 2020.
2020-06-30
[19] 彭滢. Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning. 《IEEE INTELLIGENT SYSTEMS》, 2020.
2016-01-01
[20] 彭实戈. BSDE, path-dependent PDE and nonlinear Feynman-Kac formula. Science China-Mathematics, 2016.

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