M. Ali Khan, Lei Qiao, Kali P. Rath and Yeneng Sun, Modeling large societies: why countable additivity is necessary, Journal of Economic Theory forthcoming.
Xiang Sun, Yeneng Sun and Haomiao Yu, The individualistic foundation of equilibrium distribution, Journal of Economic Theory 189 (2020), Article 105083 (28 pages).
Xin Feng, Jingfeng Lu and Yeneng Sun, Ex ante efficient mechanism with private entry costs, Economic Inquiry 58 (2020), 1531-1541.
Yi-Chun Chen, Wei He, Jiangtao Li and Yeneng Sun, Equivalence of stochastic and deterministic mechanisms, Econometrica 87 (2019), 1367-1390 (plus 18 pages of supplement).
Wei He and Yeneng Sun, Pure-strategy equilibria in Bayesian games, Journal of Economic Theory180 (2019), 11-49.
Darrell Duffie, Lei Qiao and Yeneng Sun, Dynamic directed random matching, Journal of Economic Theory174 (2018), 124-183.
Wei He and Yeneng Sun, The necessity of nowhere equivalence, Advances in Mathematics325 (2018), 608-639.
Wei He and Yeneng Sun, Conditional expectation of correspondences and economic applications, Economic Theory 66 (2018) ,265-299.
Wei He, Xiang Sun and Yeneng Sun, Modeling infinitely many agents, Theoretical Economics 12 (2017), 771-815.
Xiang Sun and Yeneng Sun, Lei Wu and Nicholas Yannelis, Equilibria and
incentives in private information economies, Journal of Economic
Theory169 (2017), 474-488.
Wei He and Yeneng Sun, Stationary Markov perfect equilibria in discounted stochastic games, Journal of Economic
Theory169 (2017), 35-61.
Lei Qiao, Yeneng Sun and Zhixiang Zhang, Conditional exact law of large numbers and asymmetric information economies with aggregate
uncertainty, Economic Theory62 (2016), 43-64.
Ali Khan, Kali Rath, Yeneng Sun and Haomiao Yu, Strategic uncertainty and the ex-post Nash property in large games, Theoretical Economics10 (2015), 103-129.
Yeneng Sun, Lei Wu and Nicholas Yannelis, Incentive compatibility of rational expectations equilibrium in large economies: a counterexample, Economic Theory Bulletin1 (2013), 3-10.
Ali Khan, Kali Rath, Yeneng Sun and Haomiao Yu, Large games with a bio-social typology, Journal of Economic
Theory148 (2013), 1122-1149.
Yeneng Sun, Lei Wu and Nicholas Yannelis, Existence, incentive
compatibility and efficiency of the rational expectations
equilibrium, Games and Economic Behavior76 (2012) 329-339.
Darrell Duffie and Yeneng Sun, The exact law of large numbers for independent random matching, Journal of Economic
Theory147 (2012), 1105-1139.
Jerome Keisler and Yeneng Sun, Why saturated probability spaces are necessary, Advances in Mathematics221 (2009), 1584-1607.
Yeneng Sun and Yongchao Zhang, Individual risk and Lebesgue extension
without aggregate uncertainty, Journal of Economic
Theory144 (2009), 432-443.
Ali Khan, Yeneng Sun, Rabee Tourky and Zhixiang Zhang, Similarity of differential information with subjective prior beliefs, Journal of Mathematical Economics 44 (2008), 1024-1039.
Peter Hammond and Yeneng Sun, Monte Carlo simulation of
macroeconomic risk with a continuum of
agents: the general case, Economic Theory36 (2008), 303-325.
Yeneng Sun and Nicholas Yannelis, Saturation and the integration of
Banach valued correspondence, Journal of Mathematical Economics44 (2008), 861-865.
Yeneng Sun and Nicholas Yannelis, Ex ante efficiency implies incentive compatibility,
Economic Theory36 (2008), 35-55.
Peter Loeb and Yeneng Sun, A general Fatou lemma, Advances in Mathematics213 (2007), 741-762.
Yeneng Sun and Nicholas Yannelis, Perfect competition in asymmetric
information economies: compatibility of efficiency and incentives, Journal of Economic
Theory134 (2007), 175-194.
Darrell Duffie and Yeneng Sun, Existence of independent random matching, Annals of Applied Probability17 (2007), 386-419.
Haifeng Fu, Yeneng Sun, Nicholas Yannelis and Zhixiang Zhang,
Pure-strategy equilibria in games with private and public information, Journal of Mathematical Economics43 (2007), 523-531.
Yeneng Sun and Nicholas Yannelis, Core, equilibria and incentives in large asymmetric information economies, Games and Economic Behavior61 (2007), 131-155.
Ali Khan, Kali Rath, and Yeneng Sun,
The Dvoretzky-Wald-Wolfowitz Theorem and purification in atomless
finite-action games, International Journal
of Game Theory34 (2006), 91-104.
Peter Hammond and Yeneng Sun,
The essential equivalence of pairwise and mutual
conditional independence, Probability Theory and Related Fields135 (2006),
415-427.
Yeneng Sun, The exact law of large numbers via Fubini extension and
characterization of insurable risks, Journal of Economic
Theory 126 (2006), 31-69.
Peter Hammond and Yeneng Sun, Joint measurability and the one-way
Fubini property
for a continuum of independent random variables, Proceedings of the
American Mathematical Society 134 (2006), 737-747.
Ali Khan and Yeneng Sun, Exact arbitrage, well-diversified
portfolios
and asset pricing in large markets, Journal of Economic
Theory 110 (2003), 337-373.
Ali Khan and Yeneng Sun, Exact arbitrage and portfolio analysis in
large asset markets,
Economic Theory 22 (2003), 495-528.
Peter Hammond and Yeneng Sun, Monte Carlo simulation of
macroeconomic
risk with a continuum of agents: the symmetric case,
Economic Theory 21 (2003), 743-766.
Josef Berger, Horst Osswald, Yeneng Sun, Jiang-Lun Wu,
On nonstandard product measure spaces, Illinois Journal of
Mathematics 46 (2002), 319-330.
Ali Khan and Yeneng Sun, Asymptotic arbitrage and the APT with or
without measure-theoretic structures, Journal of Economic
Theory 101 (2001), 222-251.
Yeneng Sun, The complete removal of individual uncertainty: multiple
optimal choices and random economies,
Economic Theory 14 (1999), 507-544.
Ali Khan and Yeneng Sun,
Weak
measurability and characterizations of
risk,
Economic Theory 13 (1999), 541-560.
Ali Khan, Kali Rath, and Yeneng Sun,
On a private information game
without pure strategy equilibria, Journal of Mathematical Economics 31 (1999),
341-359.
Yeneng Sun,
The almost equivalence of pairwise and mutual
independence and the duality with exchangeability, Probability Theory and Related Fields 112 (1998),
425-456.
Yeneng Sun,
A theory of hyperfinite processes: the complete
removal of individual uncertainty via exact LLN, Journal of Mathematical Economics 29 (1998),
419-503.
Ali Khan, Kali Rath, and Yeneng Sun,
On the existence of
pure strategy equilibria in games with a continuum
of players, Journal of Economic Theory 76
(1997), 13-46.
Kali Rath, Yeneng Sun, and Shinji Yamashige,
The
nonexistence of symmetric equilibria
in annonymous games with compact action spaces, Journal of Mathematical Economics 24
(1995), 331-346.
Ali Khan and Yeneng Sun,
Extremal structures and symmetric
equilibria with countable
actions, Journal of Mathematical Economics 24 (1995), 239-248.
Ali Khan and Yeneng Sun, On complete regularity of space of economic
agents endowed with the order topology, Archiv der Mathematik 54 (1990), 389-396.
Yeneng Sun, A Banach space in which a ball is contained in
the range of some
countably additive measure is superreflexive, Canadian Mathematical
Bulletin33 (1990), 45-49.
Yeneng Sun, New understanding of stochastic independence, in Nonstandard
Analysis for the Working Mathematician (Peter Loeb and Manfred Wolff eds.), Second edition, Springer, 2015, 321-345.
Yeneng Sun, Nonstandard analysis in mathematical economics, in Nonstandard
Analysis for the Working Mathematician (Peter Loeb and Manfred Wolff eds.), Second edition, Springer, 2015, 349-399.
Ali Khan and Yeneng Sun, Non-cooperative
games with many players, in Handbook of Game Theory with Economic Applications Volume
III (Robert Aumann and Sergiu Hart eds), Elsevier
Science, Amsterdam, 2002, pp. 1761-1808.
Xiaoai Lin, Xia Liu and Yeneng Sun,
The necessity of no asymptotic arbitrage in APT pricing, in Recent
Developments in Mathematical Finance
(Jiongmin Yong ed.), World Scientific, Singapore, 2002, pp. 181-189.
H. Jerome Keisler and Yeneng Sun, Loeb measures and Borel algebras,
in Reuniting
the Antipodes - Constructive and Nonstandard Views of the Continuum (Ulrich Berger, Horst Osswald and Peter Schuster eds.),
Kluwer Academic Publishers, Dordrecht, 2001,
pp. 111-117.
Yeneng Sun, Conventional operations on nonstandard constructions,
in Nonstandard Analysis for the Working Mathematician (Peter Loeb and
Manfred Wolff eds.), Mathematics and its Applications, Volume 510,
Kluwer Academic Publishers, Dordrecht, 2000, pp. 235-257.
Yeneng Sun, Nonstandard analysis in mathematical economics,
in
Nonstandard
Analysis for the Working Mathematician (Peter Loeb and
Manfred Wolff eds.), Mathematics and its Applications, Volume 510,
Kluwer Academic Publishers, Dordrecht, 2000, pp. 261-305.
Ali Khan and Yeneng Sun, On
Loeb measure spaces and their
significance for non-cooperative game theory, in Current and Future Directions in Applied Mathematics (M. Albers,
B. Hu, J. Rosenthal eds.), Birkhauser, Boston, 1997, pp. 183-218.
Ali Khan, Kali Rath, and Yeneng Sun,
Pure-strategy Nash equilibrium points in
non-anonymous games,
in Game Theoretical Applications to Economics and Operations
Research (T. Parthasarathy, B. Dutta, J. Potters, T. E. S.
Raghavan,
D. Ray and A. Sen eds.), Kluwer Academic Publishers, 1997, pp. 113-127.
Yeneng Sun, On uniform distribution of sequences,
in Convergence in Ergodic Theory and Probability (V. Bergelson, P. March,
and J. Rosenblatt eds.), Ohio State University Mathematical Research
Publications Vol. 5, Walter De Gruyter, Berlin, 1996, pp. 405-419.
Ali Khan and Yeneng Sun, On large games with finite actions:
a synthetic treatment, in Nonlinear and Convex Analysis in Economic Theory
(T. Maruyama and W. Takahashi ed.), Lecture Notes in Economics and
Mathematical Systems, Vol. 419, Springer-Verlag, 1995, pp.
149-161; this paper has been translated together with
three other selected papers in the proceedings into Japanese by
Japanese scholars and was published in a special issue
of the Mita Journal of Economics 87 (1994) (the relevant page numbers for this translated paper are 73-84).
Ali Khan and Yeneng Sun, On symmetric Cournot-Nash
equilibrium distributions in
a finite-action, atomless game, in Equilibrium Theory
in Infinite Dimensional Spaces (M. A. Khan and N. C. Yannelis eds.),
Springer-Verlag, New York, 1991, pp. 325-332.