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Shaolin Ji

Shandong University

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Publication

Featured researches published by Shaolin Ji.

Stochastic Processes and their Applications | 2014

Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion

Mingshang Hu; Shaolin Ji; Shige Peng; Yongsheng Song

Stochastic Processes and their Applications | 2014

Backward stochastic differential equations driven by G-Brownian motion

Mingshang Hu; Shaolin Ji; Shige Peng; Yongsheng Song

Stochastic Processes and their Applications | 2008

Terminal perturbation method for the backward approach to continuous time mean–variance portfolio selection

Shaolin Ji; Shige Peng

arXiv: Probability | 2013

Reflected Backward Stochastic Difference Equations and Optimal Stopping Problems under g-expectation

Lifen An; Samuel N. Cohen; Shaolin Ji

Stochastic Processes and their Applications | 2017

Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion

Mingshang Hu; Shaolin Ji

Statistics & Probability Letters | 2015

A note on functional derivatives on continuous paths

Shaolin Ji; Shuzhen Yang

Statistics & Probability Letters | 2018

Reaching goals under ambiguity: Continuous-time optimal portfolio selection

Shaolin Ji; Xiaomin Shi

Statistics & Probability Letters | 2015

Solutions for functional fully coupled forward–backward stochastic differential equations

Shaolin Ji; Shuzhen Yang

Statistics & Probability Letters | 2014

A generalized Girsanov transformation of finite state stochastic processes in discrete time

Samuel N. Cohen; Shaolin Ji; Shuzhen Yang

arXiv: Probability | 2012

Reflected Backward Stochastic Difference Equations with Finite State and their applications

Lifen An; Shaolin Ji

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Mingshang Hu

Shandong University

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Shige Peng

Shandong University

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Shuzhen Yang

Shandong University

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Yongsheng Song

Chinese Academy of Sciences

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Huaizhong Zhao

Loughborough University

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Samuel N. Cohen

University of Oxford

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Dongmei Guo

Shandong University

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Li Zhou

Shandong University

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Lifen An

Shandong University

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Xiaomin Shi

Shandong University of Finance and Economics

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