- Wei He, Xiang Sun and Yeneng Sun, Modeling infinitely many agents,
*Theoretical Economics*, published online. - Xiang Sun and Yeneng Sun, Lei Wu and Nicholas Yannelis, Equilibria and incentives in private information economies, Equilibria and
incentives in private information economies,
*Journal of Economic Theory***169**(2017), 474-488. - Wei He and Yeneng Sun, Stationary Markov perfect equilibria in discounted stochastic games,
*Journal of Economic Theory***169**(2017), 35-61. - Lei Qiao, Yeneng Sun and Zhixiang Zhang, Conditional exact law of large numbers and asymmetric information economies with aggregate
uncertainty,
*Economic Theory***62**(2016), 43-–64. - Ali Khan, Kali Rath, Yeneng Sun and Haomiao Yu, Strategic uncertainty and the ex-post Nash property in large games,
*Theoretical Economics***10**(2015), 103-129. - Yeneng Sun, Lei Wu and Nicholas Yannelis, Incentive compatibility of rational expectations equilibrium in large economies: a counterexample,
*Economic Theory Bulletin***1**(2013), 3-10. - Ali Khan, Kali Rath, Yeneng Sun and Haomiao Yu, Large games with a bio-social typology,
*Journal of Economic Theory***148**(2013), 1122-1149. - Yeneng Sun, Lei Wu and Nicholas Yannelis, Existence, incentive
compatibility and efficiency of the rational expectations
equilibrium,
*Games and Economic Behavior***76**(2012) 329-339. - Darrell Duffie and Yeneng Sun, The exact law of large numbers for independent random matching,
*Journal of Economic Theory***147**(2012), 1105-1139. - Jerome Keisler and Yeneng Sun, Why saturated probability spaces are necessary,
*Advances in Mathematics***221**(2009), 1584-1607. - Peter Loeb and Yeneng Sun, Purification and saturation,
*Proceedings of the American Mathematical Society***137**(2009), 2719-2724. - Yeneng Sun and Yongchao Zhang, Individual risk and Lebesgue extension
without aggregate uncertainty,
*Journal of Economic Theory***144**(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 Theory***36**(2008), 303-325. - Yeneng Sun and Nicholas Yannelis, Saturation and the integration of
Banach valued correspondence,
*Journal of Mathematical Economics***44**(2008), 861-865. - Yeneng Sun and Nicholas Yannelis, Ex ante efficiency implies incentive compatibility,
*Economic Theory***36**(2008), 35-55. - Peter Loeb and Yeneng Sun, A general Fatou lemma,
*Advances in Mathematics***213**(2007), 741-762. - Yeneng Sun and Nicholas Yannelis, Perfect competition in asymmetric
information economies: compatibility of efficiency and incentives,
*Journal of Economic Theory***134**(2007), 175-194. - Darrell Duffie and Yeneng Sun, Existence of independent random matching,
*Annals of Applied Probability***17**(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 Economics***43**(2007), 523-–531. - Sergio Albeverio, Yeneng Sun and Jiang-Lun Wu, Martingale property of
empirical processes,
*Transactions of the American Mathematical Society***359**(2007), 517-527. - Yeneng Sun and Nicholas Yannelis, Core, equilibria and incentives in large asymmetric information economies,
*Games and Economic Behavior***61**(2007), 131-155. - Peter Loeb and Yeneng Sun, Purification of measure-valued maps,
*Illinois Journal of Mathematics***50**(2006), 747-762. - Ali Khan, Kali Rath, and Yeneng Sun,
The Dvoretzky-Wald-Wolfowitz Theorem and purification in atomless
finite-action games,
*International Journal of Game Theory***34**(2006), 91-104. - Peter Hammond and Yeneng Sun,
The essential equivalence of pairwise and mutual
conditional independence,
*Probability Theory and Related Fields***135**(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. -
Peter Loeb, Horst
Osswald, Yeneng Sun and Zhixiang Zhang, Uncorrelatedness and orthogonality
for vector-valued processes,
*Transactions of the American Mathematical Society***356**(2004) 3209-3225. -
Jerome Keisler and
Yeneng Sun, A metric on
probabilities, and
products of Loeb spaces,
*Journal of the London Mathematical Society***69**(2004), 258-272. - 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 and Yeneng Sun,
Non-cooperative games on hyperfinite Loeb
spaces,
*Journal of Mathematical Economics***31**(1999), 455-492. - 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. - Yeneng Sun,
Integration of correspondences on Loeb spaces,
*Transactions of the American Mathematical Society***349**(1997), 129-153. - Ali Khan and Yeneng Sun,
The
capital-asset-pricing model
and arbitrage pricing theory: a unification,
*Proceedings of the National Academy of Sciences of the United States of America***94**(1997), 4229-4232 (communicated by Paul A. Samuelson). - 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. - Yeneng Sun,
Hyperfinite law of large numbers,
*The Bulletin of Symbolic Logic***2**(1996), 189-198. - Yeneng Sun,
Distributional properties of correspondences on Loeb spaces,
*Journal of Functional Analysis***139**(1996), 68-93. - Ali Khan and Yeneng Sun, Integrals of set-valued
functions with a countable range,
*Mathematics of Operations Research***21**(1996), 946-954. - Yeneng Sun,
Isomorphisms for convergence structures II: Borel spaces and
infinite measures,
*Advances in Mathematics***124**(1996), 77-93. - Ali Khan and Yeneng Sun,
Nonatomic games on Loeb spaces,
*Proceedings of the National Academy of Sciences of the United States of America***93**(1996), 15518-15521 (communicated by Lionel W. McKenzie). - Yeneng Sun,
Isomorphisms for convergence structures,
*Advances in Mathematics***116**(1995), 322-355. - Ali Khan and Yeneng Sun,
Pure strategies
in games with private information,
*Journal of Mathematical Economics***24**(1995), 633-653. -
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, The marriage lemma and large anonymous games with
countable actions,
*Mathematical Proceedings of the Cambridge Philosophical Society***117**(1995), 385-387. - Yeneng Sun, A remark on the trace of some Riesz operators,
*Archiv der Mathematik***63**(1994), 530-534. - Yeneng Sun, On metric theorems in the theory of uniform distribution,
*Compositio Mathematica***86**(1993), 15-21. - Yeneng Sun, Some properties of uniformly distributed sequences,
*Journal of Number Theory***44**(1993), 273-280. - Yeneng Sun, On the theory of vector valued Loeb measures and integration,
*Journal of Functional Analysis***104**(1992), 327-362. - Horst Osswald and Yeneng Sun,
On the
extensions of vector valued Loeb
measures,
*Proceedings of the American Mathematical Society***111**(1991), 663-675. - Ali Khan and Yeneng Sun, On a reformulation of Cournot-Nash
equilibria,
*Journal of Mathematical Analysis and Applications***146**(1990), 442-460. - 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 Bulletin***33**(1990), 45-49. - Yeneng Sun, A nonstandard proof of the Riesz
representation theorem for
weakly compact operators on C(Omega),
*Mathematical Proceedings of the Cambridge Philosophical Society***105**(1989), 141-145.

- 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.