Song Yao
Song Yao
Verified email at pitt.edu
Title
Cited by
Cited by
Year
Optimal stopping for non-linear expectations—Part I
E Bayraktar, S Yao
Stochastic Processes and Their Applications 121 (2), 185-211, 2011
572011
Optimal stopping for dynamic convex risk measures
E Bayraktar, I Karatzas, S Yao
Illinois Journal of Mathematics 54 (3), 1025-1067, 2010
552010
Representation theorems for quadratic F-consistent nonlinear expectations
Y Hu, J Ma, S Peng, S Yao
Stochastic Processes and their Applications 118 (9), 1518-1551, 2008
372008
On Quadratic g-Evaluations/Expectations and Related Analysis
J Ma, S Yao
Stochastic analysis and applications 28 (4), 711-734, 2010
322010
Optimal stopping for non-linear expectations—Part II
E Bayraktar, S Yao
Stochastic processes and their applications 121 (2), 212-264, 2011
312011
Lp solutions of backward stochastic differential equations with jumps
S Yao
Stochastic Processes and their Applications 127 (11), 3465-3511, 2017
24*2017
On the robust optimal stopping problem
E Bayraktar, S Yao
SIAM Journal on Control and Optimization 52 (5), 3135-3175, 2014
222014
A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls
E Bayraktar, S Yao
SIAM Journal on Control and Optimization 51 (3), 2036-2080, 2013
172013
Quadratic reflected BSDEs with unbounded obstacles
E Bayraktar, S Yao
Stochastic processes and their applications 122 (4), 1155-1203, 2012
172012
Doubly reflected BSDEs with integrable parameters and related Dynkin games
E Bayraktar, S Yao
Stochastic Processes and their Applications 125 (12), 4489-4542, 2015
152015
Adaptive robust control of programmable valves with manufacturer supplied flow mapping only
S Liu, B Yao
2004 43rd IEEE Conference on Decision and Control (CDC)(IEEE Cat. No …, 2004
152004
On the robust Dynkin game
E Bayraktar, S Yao
The Annals of Applied Probability 27 (3), 1702-1755, 2017
132017
On zero-sum stochastic differential games
E Bayraktar, S Yao
arXiv preprint arXiv:1112.5744, 2011
102011
Atlas of Natural disasters in China
S Peng
Science Press, 1992
61992
Dynamic programming principles for optimal stopping with expectation constraint
E Bayraktar, S Yao
arXiv preprint arXiv:1708.02192, 2017
52017
Optimal stopping with random maturity under nonlinear expectations
E Bayraktar, S Yao
Stochastic Processes and their Applications 127 (8), 2586-2629, 2017
52017
Robust optimal stopping under volatility uncertainty
E Bayraktar, S Yao
Preprint. Available at, 2013
22013
On g− evaluations with domains under jump filtration
S Yao
Stochastic Analysis and Applications 36 (1), 40-102, 2018
12018
Lp solutions of reflected backward stochastic differential equations with jumps
S Yao
Available at SSRN 2911925, 2016
12016
Optimal Stopping with Expectation Constraint
E Bayraktar, S Yao
arXiv preprint arXiv:2011.04886, 2020
2020
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Articles 1–20