Welcome to Research Center for Mathematics and Interdisciplinary Sciences (Frontiers Science Center for Nonlinear Expectations)!
- Tel: +86 (0)532-58631929
- E-mail: mis@sdu.edu.cn
Associate Professor
Research Center for Mathematics and Interdisciplinary Sciences Shandong University
[1] Li, Xinpeng; Lin, Yiqing; Xu, Weicheng, On properties of solutions to Black–Scholes–Barenblatt equations. Adv. Difference Equ. 2019, 2019:193. [2] Li, Xinpeng; Lin, Yiqing, Strict comparison theorems under sublinear expectations. Arch. Math. (Basel) 109 (2017), no. 5, 489–498. [3] Li, Xinpeng; Wang, Falei, Some properties for Itô processes driven by G-Brownian motion. Electron. Commun. Probab. 22 (2017), Paper No. 46, 10 pp. [4] Li, Xinpeng; Lin, Yiqing, Generalized Wasserstein distance and weak convergence of sublinear expectations. J. Theoret. Probab. 30 (2017), no. 2, 581–593. [5] Li, Xinpeng; Lin, Xiangyun; Lin, Yiqing, Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion. J. Math. Anal. Appl. 439 (2016), no. 1, 235–255. [6] Li, Xinpeng, A central limit theorem for m-dependent random variables under sublinear expectations. Acta Math. Appl. Sin. Engl. Ser. 31 (2015), no. 2, 435–444. [7] Li,Xinpeng; Peng Shige, Stopping times and related Ito’s calculus with G-Brownian motion. Stochastic Processes and their Applications, 121 (2011) 1492–1508
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72 Binhai Road, Jimo District, Qingdao, Shandong Province, China Post Code：266237
Tel:+86 (0)532-58631929 E-mail：mis@sdu.edu.cn