Ying Hu

Ontology type: schema:Person     

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Publications in SciGraph latest 50 shown

  • 2019-01-04 Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs in PROBABILITY, UNCERTAINTY AND QUANTITATIVE RISK
  • 2018-12-12 An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior in FINANCE AND STOCHASTICS
  • 2017-12-06 Stochastic maximum principle for optimal control of partial differential equations driven by white noise in STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS: ANALYSIS AND COMPUTATIONS
  • 2015-10-23 A Probabilistic Approach to Large Time Behaviour of Viscosity Solutions of Parabolic Equations with Neumann Boundary Conditions in APPLIED MATHEMATICS & OPTIMIZATION
  • 2013-05-18 Stochastic Maximum Principle for Optimal Control of SPDEs in APPLIED MATHEMATICS & OPTIMIZATION
  • 2011 Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem in ADVANCED MATHEMATICAL METHODS FOR FINANCE
  • 2010-03-09 Probabilistic interpretation of a coupled system of Hamilton–Jacobi–Bellman equations in JOURNAL OF EVOLUTION EQUATIONS
  • 2010-02-25 Backward SDEs with superquadratic growth in PROBABILITY THEORY AND RELATED FIELDS
  • 2010 Existence and Non-uniqueness of Solutions for BSDE in CONTEMPORARY QUANTITATIVE FINANCE
  • 2009-02-12 Multi-dimensional BSDE with oblique reflection and optimal switching in PROBABILITY THEORY AND RELATED FIELDS
  • 2007-12-19 BSDE on an infinite horizon and elliptic PDEs in infinite dimension in NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS NODEA
  • 2007-09 Backward Stochastic Differential Equations in Infinite Dimensions with Continuous Driver and Applications in APPLIED MATHEMATICS & OPTIMIZATION
  • 2007-08-01 Quadratic BSDEs with convex generators and unbounded terminal conditions in PROBABILITY THEORY AND RELATED FIELDS
  • 2006-08 Infinite horizon BSDEs in infinite dimensions with continuous driver and applications in JOURNAL OF EVOLUTION EQUATIONS
  • 2006-04-24 BSDE with quadratic growth and unbounded terminal value in PROBABILITY THEORY AND RELATED FIELDS
  • 2005-12 On Jensen’s inequality for g-expectation and for nonlinear expectation in ARCHIV DER MATHEMATIK
  • 2002-07 On semi-linear degenerate backward stochastic partial differential equations in PROBABILITY THEORY AND RELATED FIELDS
  • 2002-05 Filtration-consistent nonlinear expectations and related g-expectations in PROBABILITY THEORY AND RELATED FIELDS
  • 1999-12 Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs in NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS NODEA
  • 1995-06 Solution of forward-backward stochastic differential equations in PROBABILITY THEORY AND RELATED FIELDS
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