| BSDE, path-dependent PDE and nonlinear Feynman-Kac formula S Peng, F Wang Science China Mathematics 59, 19-36, 2016 | 117 | 2016 |
| Quasi-continuous random variables and processes under the G-expectation framework M Hu, F Wang, G Zheng Stochastic Processes and their Applications 126 (8), 2367-2387, 2016 | 59 | 2016 |
| Stochastic differential equations driven by G-Brownian motion and ordinary differential equations P Luo, F Wang Stochastic Processes and their applications 124 (11), 3869-3885, 2014 | 34 | 2014 |
| Quadratic BSDEs with mean reflection H Hibon, Y Hu, Y Lin, P Luo, F Wang Mathematical Control and Related Fields 8 ((3&4)), 721-738., 2018 | 18 | 2018 |
| Ergodic BSDEs driven by -Brownian motion and applications M Hu, F Wang Stochastics and Dynamics 18 (06), 1850050, 2018 | 17 | 2018 |
| Invariant and ergodic nonlinear expectations for -diffusion processes M Hu, H Li, F Wang, G Zheng | 15 | 2015 |
| On the comparison theorem for multi-dimensional G-SDEs P Luo, F Wang Statistics & Probability Letters 96, 38-44, 2015 | 14 | 2015 |
| Maximum principle for stochastic recursive optimal control problem under model uncertainty M Hu, F Wang SIAM Journal on Control and Optimization 58 (3), 1341-1370, 2020 | 11 | 2020 |
| Quadratic G-BSDEs with convex generators and unbounded terminal conditions Y Hu, S Tang, F Wang Stochastic Processes and their Applications 153, 363-390, 2022 | 10 | 2022 |
| Stochastic optimal control problem with infinite horizon driven by G-Brownian motion M Hu, F Wang ESAIM: Control, Optimisation and Calculus of Variations 24 (2), 873-899, 2018 | 10 | 2018 |
| Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Generators F Wang, G Zheng Journal of Theoretical Probability 34, 660-681, 2021 | 9 | 2021 |
| Sample path properties of G-Brownian motion F Wang, G Zheng Journal of Mathematical Analysis and Applications 467 (1), 421-431, 2018 | 8* | 2018 |
| General Mean Reflected Backward Stochastic Differential Equations Y Hu, R Moreau, F Wang Journal of Theoretical Probability, 1-28, 2023 | 7* | 2023 |
| Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs M Hu, F Wang Stochastic Processes and their Applications 141, 139-171, 2021 | 7 | 2021 |
| Viability for Stochastic Differential Equations Driven by G-Brownian Motion P Luo, F Wang Journal of Theoretical Probability 32, 395-416, 2019 | 7 | 2019 |
| BSDEs with mean reflection driven by G-Brownian motion G Liu, F Wang Journal of Mathematical Analysis and Applications 470 (1), 599-618, 2019 | 7 | 2019 |
| BSDEs with jumps and path-dependent parabolic integro-differential equations F Wang Chinese Annals of Mathematics, Series B 36 (4), 625-644, 2015 | 7 | 2015 |
| Quadratic mean-field reflected BSDEs Y Hu, R Moreau, F Wang Probability, Uncertainty and Quantitative Risk 7 (3), 169-194, 2022 | 5 | 2022 |
| Maximum Principle for Mean-Field SDEs Under Model Uncertainty W He, P Luo, F Wang Applied Mathematics & Optimization 87 (3), 59, 2023 | 3 | 2023 |
| Maximum principle for general partial information nonzero sum stochastic differential games and applications T Nie, F Wang, Z Yu Dynamic Games and Applications, 1-24, 2022 | 3 | 2022 |
