Concepedia

Yongsheng Song

YS

Statistics

Publications

20

Citations

972

H-Index

15

Active since

2006

Affiliations

Academy of Mathematics and Systems Science(Current)

Chinese Academy of Sciences

Shandong University

University of Chinese Academy of Sciences

Shandong University of Finance and Economics

Yongsheng Song is an author at Academy of Mathematics and Systems Science specializing in stochastic processes, mathematics, and probability theory.

ORCID

Publications per year

2006–2020

20

Publications

20

Some properties on G-evaluation and its applications to G-martingale decomposition

Yongsheng Song · Science China Mathematics · 2011 · 177 citations · Full text

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Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs 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

Mingshang Hu, Shaolin Ji, Shigē Péng et al. · Stochastic Processes and their Applications · 2013 · 161 citations

, , +11

Backward 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

Mingshang Hu, Shaolin Ji, Shigē Péng et al. · Stochastic Processes and their Applications · 2013 · 150 citations

, , +10

Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders

Yongsheng Song, Jia‐An Yan · Insurance Mathematics and Economics · 2009 · 70 citations

, , +12

Limit theorems with rate of convergence under sublinear expectations

Xiao Fang, Shigē Péng, Qi-Man Shao et al. · Bernoulli · 2019 · 57 citations · Full text

, , +11

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