Most Recent Articles: Probability, Uncertainty and Quantitative Riskhttps://probability-risk.springeropen.comMost Recent Articles: Probability, Uncertainty and Quantitative RiskLaw of large numbers and central limit theorem under nonlinear expectationshttps://probability-risk.springeropen.com/articles/10.1186/s41546-019-0038-2The main achievement of this paper is the finding and proof of Central Limit Theorem (CLT, see Theorem 12) under the framework of sublinear expectation. Roughly speaking under some reasonable assumption, the r...ResearchTue, 16 Apr 2019 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-019-0038-2Shige Peng2019-04-16T00:00:00ZThe Cauchy problem of Backward Stochastic Super-Parabolic Equations with Quadratic Growthhttps://probability-risk.springeropen.com/articles/10.1186/s41546-019-0037-3The paper is devoted to the Cauchy problem of backward stochastic super-parabolic equations with quadratic growth. We prove two Itô formulas in the whole space. Furthermore, we prove the existence of weak solu...ResearchSat, 30 Mar 2019 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-019-0037-3Renzhi Qiu and Shanjian Tang2019-03-30T00:00:00ZPiecewise constant martingales and lazy clockshttps://probability-risk.springeropen.com/articles/10.1186/s41546-019-0036-4Conditional expectations (like, e.g., discounted prices in financial applications) are martingales under an appropriate filtration and probability measure. When the information flow arrives in a punctual way, ...ResearchMon, 11 Feb 2019 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-019-0036-4Christophe Profeta and Frédéric Vrins2019-02-11T00:00:00ZMixed deterministic and random optimal control of linear stochastic systems with quadratic costshttps://probability-risk.springeropen.com/articles/10.1186/s41546-018-0035-xIn this paper, we consider the mixed optimal control of a linear stochastic system with a quadratic cost functional, with two controllers—one can choose only deterministic time functions, called the determinis...ResearchFri, 04 Jan 2019 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-018-0035-xYing Hu and Shanjian Tang2019-01-04T00:00:00ZExistence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator settinghttps://probability-risk.springeropen.com/articles/10.1186/s41546-018-0034-yWe show that the comparison results for a backward SDE with jumps established in Royer (Stoch. Process. Appl 116: 1358–1376, 2006) and Yin and Mao (J. Math. Anal. Appl 346: 345–358, 2008) hold under more simpl...ResearchFri, 28 Dec 2018 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-018-0034-yChristel Geiss and Alexander Steinicke2018-12-28T00:00:00Z