1. Li, H., Liu, G. Multi-dimensionalreflected backward stochastic differential equations driven by G-Brownian motionwith diagonal generators. (2024) Journal of Theoretical Probability, pp. 1-31.

2. Liu, G., Tang, S. Maximum principlefor optimal control of stochastic evolution equations with recursive utilities.(2023) SIAM Journal on Control and Optimization, 61(6), pp. 3467-3500 .

3. Hu, M., Ji, X., Liu, G. On thestrong Markov property for stochastic differential equations driven byG-Brownian motion. (2021) Stochastic Processes and their Applications, 131, pp.417-453.

4. Liu, G. Exit times forsemimartingales under nonlinear expectation. (2020) Stochastic Processes andtheir Applications, 130, pp. 7338-7362.

5. Liu, G. Girsanov theorem forG-Brownian motion: the degenerate case. (2020) Journal of TheoreticalProbability, 34 (1), pp. 125-140.

6. Hu, M., Ji, X., Liu, G. Lévy'smartingale characterization and reflection principle of G-Brownian motion.(2019) Journal of Mathematical Analysis and Applications, 480 (2), 123436.

7. Liu, G. Multi-dimensional BSDEsdriven by G-Brownian motion and related system of fully nonlinear PDEs. (2020)Stochastics, 92 (5), pp. 659-683.

8. Liu, G. Local time and Tanakaformula of G-martingales. (2019) Applied Mathematics, 34 (4), pp. 468-479.

9. Liu, G., Wang, F. BSDEs withmean reflection driven by G-Brownian motion. (2019) Journal of MathematicalAnalysis and Applications, 470 (1), pp. 599-618.

10. Gao, Q., Hu, M., Ji, X., Liu,G. Product space for two processes with independent increments under nonlinearexpectations. (2017) Electronic Communications in Probability, 22, Paper No.11, 12 pp.