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| 1 | ON JENSEN'S INEQUALITY FOR g-EXPECTATION显示文摘Briand et al. gave a counterexample showing that given g, Jensen's inequality for g-expectation usually does not hold in general This paper proves that Jensen's inequality for g-expectation holds in general if and only if the generator g (t, z) is super-homogeneous in z. In particular, g is not necessarily convex in z. | JIANG LONG CHEN ZENGJING School of Mathematics and System Sciences, Shandong University, Jinan 250100, China. Department of Mathematics, China University of Mining and Technology, Xuzhou 221008, Jiangsu,China. E-mail: jianglong@math.sdu.edu.cn School of Mathematics and System Sciences, Shandong University, Jinan 250100, China. | 2004 | Chinese Annals of Mathematics,Series B2004,25,3: | 26 |
| 2 | Strong laws of large numbers for sub-linear expectations显示文摘We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's strong law of large numbers to the case where probability measures are no longer additive. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities. | CHEN ZengJing | 2016 | Science China Mathematics2016,59,5: | 25 |
| 3 | 电极平动式电解孔加工技术研究显示文摘从电解液流动角度对影响电解孔加工过程的主要原因进行了分析 ,提出利用电极平动来改善电解加工过程稳定性和提高加工精度 ,研制了电极平动系统 ,进行了加工试验。试验结果表明 ,电极的平动运动使得电解液分布变得均匀 ,消除了空穴和分离流等弊端 ,改进了过程稳定性 ,显著提高了加工精度。 | 朱荻 曲宁松 Rajurkar K P ZengJ | 2001 | 机械工程学报2001,37,5: | 23 |
| 4 | Invariance principles for the law of the iterated logarithm under G-framework显示文摘We obtain a general invariance principle of G-Brownian motion for the law of the iterated logarithm(LIL for short). For continuous bounded independent and identically distributed random variables in G-expectation space, we also give an invariance principle for LIL. In some sense, this result is an extension of the classical Strassen's invariance principle to the case where probability measure is no longer additive. Furthermore,we give some examples as applications. | WU PanYu CHEN ZengJing | 2015 | Science China Mathematics2015,58,6: | 7 |
| 5 | Existence and uniqueness for BSDE with stopping time显示文摘The existence and uniqueness of the solutions for a class of backward stochastic differential equations (BSDEs for short) in a random interval are discussed. | CHEN Zengjing Department of Mathematics, Shandong University, Jinan 250100, China | 1998 | Chinese Science Bulletin1998,43,2: | 4 |
| 6 | How big are the increments of G-Brownian motion?显示文摘In this paper,we investigate the problem:How big are the increments of G-Brownian motion.We obtain the Csrg and R′ev′esz’s type theorem for the increments of G-Brownian motion.As applications of this result,we get the law of iterated logarithm and the Erds and R′enyi law of large numbers for G-Brownian motion.Furthermore,it turns out that our theorems are natural extensions of the classical results obtained by Csrg and R′ev′esz(1979). | HU Feng CHEN ZengJing ZHANG DeFei | 2014 | Science China Mathematics2014,57,8: | 3 |
| 7 | Large deviation principle for diffusion processes under a sublinear expectation显示文摘We represent the exponential moment of the Brownian functionals under a nonlinear expectation according to the solution to a backward stochastic differential equation.As an application,we establish a large deviation principle of the Freidlin and Wentzell type under the corresponding nonlinear probability for diffusion processes with a small diffusion coefficient. | CHEN ZengJing 1,2 & XIONG Jie 3,4,1 School of Mathematics,Shandong University,Jinan 250100,China 2 Department of Financial Engineering,Ajou University,Suwon 443749,Korea 3 Department of Mathematics,University of Macao,PO Box 3001,Macao,China 4 Department of Mathematics,University of Tennessee,Knoxville,TN 37996-1300,USA | 2012 | Science China Mathematics2012,55,11: | 2 |
| 8 | The30-aminoacid deletion in the Nsp2 of highly pathogenic porcine reproductive and respiratory syndrome virus emerging in China is not related to its virulence显示文摘 | ZHOUL ZHANGJ ZENGJ etal | 2009 | J Virol2009,83,: | 1 |
| 9 | Anti-PD-1 blockade and stereotac- tic radiation produce long-term survival in mice with intracranial gliomas显示文摘 | ZengJ See AP PhallenJ | 2013 | IntJ Radiat Oncol Biol Phys2013,86,2: | 1 |
| 10 | Continuous properties of g-martingales显示文摘 | Chen Zengjing Peng Shige | 2001 | Chin Ann of Math2001,22,1: | 1 |
| 11 | Ambiguity, Risk, and Asset Returns in Continuous Time显示文摘 | Chen ZengJing Larry Epstein | 2002 | Econometrica2002,70,: | 1 |
| 12 | Numerical simulationofwelding distortion using shrinkage force approach and application 显示文摘 | LuYH WuPB ZengJ etal | 2010 | Ad- vanced Materials Research2010,129,: | 1 |
| 13 | Ambiguity,risk,and asset returns in continuous time显示文摘 | Chen Zengjing Epstein L | 2002 | Econometrica2002,70,4: | 1 |
| 14 | LackofmedicationdoseuniformityinSplitTabletbyPharmacist-dispensedpharmacist-dispensedSplitTablet显示文摘 | LIJH ZENGJ YANGX etal | | 中国医院药学杂志0,,: | 1 |
| 15 | Equivalent strain, microstructure and hardness of H62 brass deformed by constrained groove pressing显示文摘 | PENG K P MOU X P ZENGJ W SHAW L L QIAN K W | 2011 | Computational Materials Science2011,50,4: | 1 |
| 16 | The 30- amino-acid deletion in the Nsp2 of highly pathogenic porcine reproductive and respiratory syndrome virus emerging in China is not related to its virulence显示文摘 | ZHOUL ZHANGJ L ZENGJ W | 2009 | J Virol2009,83,10: | 1 |
| 17 | Discussion on predictive questions of Wheat stripe rust in China(in Chinese)[J]显示文摘 | JiangYY ZengJ ZhangL | | 中国植保导刊0,,: | 1 |
| 18 | Minimax pricing and choquet pricing 显示文摘 | Chen Zengjing Reg Kulperger | 2006 | Insurance: Mathematics and Economics2006,38,: | 1 |
| 19 | Ambiguity,risk,and asset re-turns in continuous time显示文摘 | Chen Zengjing Larry Epstein | 2002 | Econo-metrica2002,70,4: | 1 |
| 20 | The Reductive Characteristic of Amidoxime Chelate Nonwoven Fabric显示文摘 | Ruowen FU Hanmin ZengJ | 1993 | Polym Science1993,35,4: | 1 |