Selected Publications-Research Center for Mathematics and Interdisciplinary Sciences

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Wei HE

Postdoc

Research Center for Mathematics and Interdisciplinary Sciences
Shandong University

PAPERS in REFEREED JOURNALS/BOOK CHAPTERS

Wei He*, (2022). BSDEs driven by G-Brownian motion with non-Lipschitz coefficients. Journal of Mathematical Analysis and Applications, 505(2), 125569. 47.

Wei He, Peng Luo*, Falei Wang, (2023). Maximum principle for mean-field SDEs under model uncertainty. Applied Mathematics & Optimization, 87(3), 59.

Wei He*, (2024). Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients. Statistics & Probability Letters, 206, 109977.

Wei He*, (2025). Maximum principle for a discrete-time robust stochastic optimal control problem. Probability, Uncertainty and Quantitative Risk, 10(4), 1-26.