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SupermartingaledecompositiontheoremunderG-expectation LiH,PengSandSongY：Electron.J.Probab.23(2018),no.50,1-20. SteintypecharacterizationforG-normaldistributions HuM,PengSandSongY:Electron.Commun.Probab.22(2017),PaperNo.24,12pp. G-expectationweightedSobolevspaces,backwardSDEandpathdependentPDE PengSandSongY：J.Math.Soc.Japan,Vol.67(2015),No.4,1725–1757. ANoteOnG-normalDistributions SongY:Statistics&ProbabilityLetters,Volume106,November2015,Pages142–146. BackwardStochasticDifferentialEquationsDrivenbyG-BrownianMotion HuM,JiS,PengSandSongY:StochasticProcessesandtheirApplications124(2014),759-784. Comparisontheorem,Feynman–KacformulaandGirsanovtransformationforBSDEsdrivenbyG-Brownianmotion HuM,JiS,PengSandSongY:StochasticProcessesandtheirApplications124(2014),1170-1195. Acompleterepresentationtheoremfor-normalG-martingales PengS,SongY,andZhangJ:,Stochastics:AnInternationalJournalofProbabilityandStochasticProcesses,Vol.86(2014),No.4,609–631. CharacterizationsofprocesseswithstationaryandindependentincrementsunderG-expectation SongY:Annalesdel'InstitutHenriPoincare,Vol.49(2013),No.1,252–269. UniquenessoftherepresentationforG-martingaleswithfinitevariation SongY:Electron.J.Probab.17(2012),1-15. PropertiesofhittingtimesforG-martingaleandtheirapplications SongY:StochasticProcessesandtheirApplications121(2011)1770–1784. SomepropertiesonG-evaluationanditsapplicationstoG-martingaledecomposition SongY:ScienceChinaMathematics,54(2011),287-300. Riskmeasureswithcomonotonicsubadditivityorconvexityandrespectingstochasticorders SongYandYanJ:Insurance:MathematicsandEconomics45(2009),459-465. TherepresentationsoftwotypesoffunctionalsonL∞(Ω,F)andL∞(Ω,F,P) SongYandYanJ:ScienceinChinaSeriesA:Mathematics,49(2006),no.10,1376-1342.