Paper Publications
- [9] . The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 94, 2337, 2021.
- [10] . DISTRIBUTIONAL UNCERTAINTY OF THE FINANCIAL TIME SERIES MEASURED BY G-EXPECTATION. Theory of Probability and Its Applications, 66, 729, 2022.
- [11] 嵇少林. Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-dependent PDES. Stochastic analysis and applications, 39, 91, 2021.
- [12] . On an optimal extraction problem with regime switching. ADVANCES IN APPLIED PROBABILITY, 671, 2018.
- [13] . k-sample upper expectation linear regression-Modeling, identifiability, estimation and prediction. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 170, 15-26, 2016.
- [14] . Lp estimations of fully coupled FBSDEs. systems & control letters, 172, 1, 2023.
- [15] . Improving Value-at-Risk Prediction Under Model Uncertainty. Journal of Financial Econometrics, 21, 228, 2023.
- [16] 彭滢. The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 94, 2337, 2021.
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