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Publications

1. Y. Hu, J. Ma, S. Peng, and S. Yao, Representation theorems for quadratic F-consistent nonlinear expectations, Stochastic Processes and their Applications, 118(9): 1518-1551, 2008.

2. J. Ma, and S. Yao, On Quadratic g-Evaluations/Expectations and Related Analysis, submitted.

3. E. Bayraktar, and S. Yao, Optimal Stopping for Non-linear Expectations, submitted.

4. S. Yao, Conservation law and other properties of harmonic maps with potential, Journal of Fudan University (Natural Science), 41(5), 570-576, 2002.

Conferences Attended

• Kent-Purdue Minisymposium on Financial Mathematics, Kent State University, April 2007

  Financial Engineering for Actuarial Mathematics Workshop, University of Michigan, May 2007

• The 32nd Conference on Stochastic Processes and their Applications, University of Illinois, Urbana-Champaign, August 2007

• 2nd Western Conference in Mathematical Finance, University of Texas at Austin, October 2008