Falei Wang

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 · 2016 · 54 citations

Math Xmlns, Engineering, Natural Sciences +13

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 · 2014 · 26 citations

Math Xmlns, Engineering, Stochastic Processes +13

Quadratic BSDEs with mean reflection

Hélène Hibon, Ying Hu, Yiqing Lin et al. · Mathematical Control and Related Fields · 2018 · 19 citations · Full text

Engineering, Super-hedging Problem, Reflection Removal +9

Ergodic BSDEs driven by G-Brownian motion and applications

Mingshang Hu, Falei Wang · Stochastics and Dynamics · 2018 · 18 citations

G-brownian Motion, Engineering, Infinite Horizon +12

Invariant and ergodic nonlinear expectations for $G$-diffusion processes

Mingshang Hu, Hanwu Li, Falei Wang et al. · Electronic Communications in Probability · 2015 · 15 citations · Full text

Engineering, Unique Invariant, Stochastic Processes +10