7 results on '"Ji, Shaolin"'
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2. Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by [formula omitted]-Brownian motion
3. Backward stochastic differential equations driven by [formula omitted]-Brownian motion
4. Terminal perturbation method for the backward approach to continuous time mean–variance portfolio selection
5. Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion
6. Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven byG-Brownian motion
7. Backward stochastic differential equations driven byG-Brownian motion
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