papers
Publications (16)
math.PR2016
Optimal Stopping with Random Maturity under Nonlinear Expectations
Erhan Bayraktar, Song Yao
astro-ph.IM2012
The site conditions of the Guo Shou Jing Telescope
Song Yao, Chao Liu, Haotong Zhang +18
math.PR2007
Representation Theorems for Quadratic ${\cal F}$-Consistent Nonlinear Expectations
Ying Hu, Jin Ma, Shige Peng +1
math.AP2013
Almost sure existence of Navier-Stokes Equations with randomized data in the whole space
Robin Ming Chen, Dehua Wang, Song Yao +1
math.OC2017
Dynamic Programming Principles for Optimal Stopping with Expectation Constraint
Erhan Bayraktar, Song Yao
math.PR2009
On Quadratic g-Evaluations/Expectations and Related Analysis
Jin Ma, Song Yao
math.PR2016
On the Robust Dynkin Game
Erhan Bayraktar, Song Yao
math.PR2011
Quadratic Reflected BSDEs with Unbounded Obstacles
Erhan Bayraktar, Song Yao
math.OC2011
Optimal Stopping for Non-linear Expectations
Erhan Bayraktar, Song Yao
astro-ph.IM2013
Moon night sky brightness simulation for Xinglong station
Song Yao, Hao-Tong Zhang, Hai-Long Yuan +5
cs.CL2017
ESE: Efficient Speech Recognition Engine with Sparse LSTM on FPGA
Song Han, Junlong Kang, Huizi Mao +9
math.PR2015
Doubly Reflected BSDEs with Integrable Parameters and Related Dynkin Games
Erhan Bayraktar, Song Yao
math.OC2012
On Zero-Sum Stochastic Differential Games
Erhan Bayraktar, Song Yao
math.PR2017
$L^p$ Solutions of Backward Stochastic Differential Equations with Jumps
Song Yao
math.PR2013
A Weak Dynamic Programming Principle for Zero-Sum Stochastic Differential Games with Unbounded Controls
Erhan Bayraktar, Song Yao
math.PR2009
Optimal Stopping for Dynamic Convex Risk Measures
Erhan Bayraktar, Ioannis Karatzas, Song Yao