| Some properties of stochastic differential equations driven by the G-Brownian motion Q Lin Acta Mathematica Sinica, English Series 29 (5), 923-942, 2013 | 42 | 2013 |
| Optimal consumption and portfolio choice with ambiguous interest rates and volatility Q Lin, F Riedel Economic Theory 71, 1189–1202, 2021 | 33 | 2021 |
| Dynamically consistent alpha‐maxmin expected utility P Beissner, Q Lin, F Riedel Mathematical Finance 30, 1073-1102, 2020 | 31 | 2020 |
| Jensen inequality for superlinear expectations Q Lin Statistics & Probability Letters 151, 79-83, 2019 | 27 | 2019 |
| Local time and Tanaka formula for the G-Brownian motion Q Lin Journal of Mathematical Analysis and Applications 398 (1), 315-334, 2013 | 25 | 2013 |
| A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals Q Lin Stochastic Processes and their Applications 122 (1), 357–385, 2012 | 23 | 2012 |
| A class of backward doubly stochastic differential equations with non-Lipschitz coefficients Q Lin Statistics & Probability Letters 79 (20), 2223-2229, 2009 | 20 | 2009 |
| A generalized existence theorem of backward doubly stochastic differential equations Q Lin Acta Mathematica Sinica, English Series 26 (8), 1525-1534, 2010 | 19 | 2010 |
| Differentiability of stochastic differential equations driven by the G-Brownian motion Q Lin Science China Mathematics 56 (5), 1087–1107, 2013 | 14 | 2013 |
| A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations Q Lin, Z Wu Acta Mathematicae Applicatae Sinica, English Series 27 (2), 223-232, 2011 | 12 | 2011 |
| Robust investment strategies with two risky assets Q Lin, Y Luo, X Sun Journal of Economic Dynamics and Control 134, 104275, 2022 | 10 | 2022 |
| Horizon-unbiased investment with ambiguity Q Lin, X Sun, C Zhou Journal of Economic Dynamics and Control 114, 1-17, 2020 | 10 | 2020 |
| Backward doubly stochastic differential equations with weak assumptions on the coefficients Q Lin Applied Mathematics and Computation 217 (22), 9322–9333, 2011 | 10 | 2011 |
| General martingale characterization of G-Brownian motion Q Lin Stochastic Analysis and Applications 31 (6), 1024-1048, 2013 | 9 | 2013 |
| A generalized stochastic differential utility driven by G-Brownian motion Q Lin, D Tian, W Tian Mathematics and Financial Economics 14, 547-576, 2020 | 5 | 2020 |
| Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals Q Lin Stochastic Processes and their Applications 125 (12), 4405-4454, 2015 | 5 | 2015 |
| Nash equilibrium payoffs for stochastic differential games with reflection Q Lin ESAIM-Control Optimisation and Calculus of Variations 19 (4), 1189-1208, 2013 | 5 | 2013 |
| Nash equilibrium payoffs for stochastic differential games with two reflecting barriers Q Lin Advances in Applied Probability 47 (2), 355-377, 2015 | 3 | 2015 |
| The Tychonoff uniqueness theorem for the G-heat equation Q Lin Science China Mathematics 54 (3), 463–468, 2011 | 2 | 2011 |
| A tale of fear and euphoria in the stock market H Guo, Q Lin, Y Pai Journal of Financial and Quantitative Analysis, 2026 | | 2026 |
Frank RiedelProfessor for Mathematics and Economics, Center for Mathematical Economics, Bielefeld University在 uni-bielefeld.de 的电子邮件经过验证
