Falei Wang - Concepedia

Author

Falei Wang

Shandong University ORCID

Also Known As

Falei Wang, Wang, Falei

Publications

296

Citations

H-Index

Concepts

All Affiliations

Shandong University China Institute of Finance and Capital Markets ETH Zurich

About

Falei Wang is an author at Shandong University specializing in engineering, stochastic calculus, and stochastic processes.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	8	8	173
2	Probability Theory	3	3	87
3	Natural Sciences	2	2	67
4	Physics	1	1	13
5	Systems Engineering	1	1	15

Falei Wang

Publications

173

Citations

H-Index

Page 1

	Year	Citations
Quasi-continuous random variables and processes under the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-expectation framework Mingshang Hu, Falei Wang, Guoqiang Zheng Stochastic Processes and their Applications Math XmlnsEngineeringNatural SciencesStochastic ProcessesMarkov Processes	2016	54
Stochastic differential equations driven by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion and ordinary differential equations Peng Luo, Falei Wang Stochastic Processes and their Applications Math XmlnsEngineeringStochastic ProcessesStochastic ModelingStochastic Calculus	2014	26
Quadratic BSDEs with mean reflection Hélène Hibon, Ying Hu, Yiqing Lin, Mathematical Control and Related Fields EngineeringSuper-hedging ProblemReflection RemovalOptical PropertiesGeometrical Optic	2018	19
Ergodic BSDEs driven by G-Brownian motion and applications Mingshang Hu, Falei Wang Stochastics and Dynamics G-brownian MotionEngineeringInfinite HorizonEntropyStochastic Processes	2018	18
Invariant and ergodic nonlinear expectations for $G$-diffusion processes Mingshang Hu, Hanwu Li, Falei Wang, Electronic Communications in Probability EngineeringUnique InvariantStochastic ProcessesStochastic SystemStochastic Calculus	2015	15
Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty Mingshang Hu, Falei Wang SIAM Journal on Control and Optimization Mathematical ProgrammingEngineeringStochastic OptimizationUncertainty QuantificationStochastic System	2020	15
Viability for Stochastic Differential Equations Driven by G-Brownian Motion Peng Luo, Falei Wang Journal of Theoretical Probability G-brownian MotionEngineeringStochastic CalculusBrownian MotionStochastic Differential Equation	2017	13
BSDE, Path-dependent PDE and Nonlinear Feynman-Kac Formula Shigē Péng, Falei Wang arXiv (Cornell University) EngineeringPath-dependent QuasilinearPhysicsGeometric Partial Differential EquationNatural Sciences	2011	13

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