Publications
Forthcoming
2023
2022
20. Q. Lin, Y. Luo, X. Sun, Robust investment strategies with two risky assets, Journal of Economic Dynamics and Control 134 (2022) 104275. Link
2021
19. Q. Lin, D. Tian, Portfolio choices: comparative statics under both expected return and volatility uncertainty, Quantitative Finance 21 (2021) 1027-1035. Link
18. Q. Lin, F. Riedel, Optimal consumption and portfolio choice with ambiguous interest rates and volatility, Economic Theory 71 (2021) 1189-1202. Link
2020
17. P. Beissner, Q. Lin, F. Riedel, Dynamically consistent alpha-maxmin expected utility, Mathematical Finance 30 (2020) 1073-1102. Link
16. Q. Lin, D. Tian, W. Tian, A generalized stochastic differential utility driven by G-Brownian motion, Mathematics and Financial Economics 14 (2020) 547-576. Link
15 . Q. Lin, X. Sun, C. Zhou, Horizon-unbiased investment with ambiguity, Journal of Economic Dynamics and Control 114 (2020) 103896. Link
2019
14. Q. Lin, Jensen inequality for superlinear expectations, Statistics and Probability Letters 151 (2019) 79-83. Link
2018
2017
2016
2015
13. Q. Lin, Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals, Stochastic Processes and their Applications 125 (2015) 4405--4454. Link
12. Q. Lin, Nash equilibrium payoffs for stochastic differential games with two reflecting barriers, Advances in Applied Probability 47 (2015) 355--377. Link
2014
2013
11. Q. Lin, Nash equilibrium payoffs for stochastic differential games with reflection, ESAIM: Control, Optimisation and Calculus of Variations 19 (2013) 1189--1208. Link
10. Q. Lin, General martingale characterization of G-Brownian motion, Stochastic Analysis and Applications 31 (2013) 1024--1048. Link
9. Q. Lin, Differentiability of stochastic differential equations driven by the G-Brownian motion, Science China Mathematics 56 (2013) 1087--1107. Link
8. Q. Lin, Some properties of stochastic differential equations driven by the G-Brownian motion, Acta Mathematica Sinica, English Series 29 (2013) 923--942. Link
7. Q. Lin, Local time and Tanaka formula for the G-Brownian motion, Journal of Mathematical Analysis and Applications 398 (2013) 315--334. Link
2012
6. Q. Lin, A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals, Stochastic Processes and their Applications 122 (2012) 357--385. Link
2011
5. Q. Lin, Backward doubly stochastic differential equations with weak assumptions on the coefficients, Applied Mathematics and Computation 217 (2011) 9322--9333. Link
4. Q. Lin, Z. Wu, A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations, Acta Mathematicae Applicatae Sinica, English Series 27 (2011) 223--232. Link
3. Q. Lin, The Tychonoff uniqueness theorem for the G-heat equation, Science China Mathematics 54 (2011) 463--468. Link
2010
2. Q. Lin, A generalized existence theorem of backward doubly stochastic differential equations, Acta Mathematica Sinica, English Series 26 (2010) 1525--1534. Link
2009
1. Q. Lin, A class of backward doubly stochastic differential equations with non-Lipschitz coefficients, Statistics and Probability Letters 79 (2009) 2223--2229. Link