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Ying Hu (IRMAR)

Identifiers

  • name variant Ying Hu (IRMAR) 0.60 · backfill

Papers (30)

  1. Forward and Backward Stochastic Differential Equations with normal constraint in law math.PR · 2019 · author #4
  2. Stochastic LQ and Associated Riccati equation of PDEs Driven by State-and Control-Dependent White Noise math.OC · 2018 · author #1
  3. Uniqueness of solution to scalar BSDEs with $L\exp{\left(\mu \sqrt{2\log{(1+L)}}\,\right)}$-integrable terminal values math.PR · 2018 · author #2
  4. Ergodic BSDE with an unbounded and multiplicative underlying diffusion and application to large time behavior of viscosity solution of HJB equation math.PR · 2018 · author #1
  5. Mean-field type Quadratic BSDEs math.PR · 2017 · author #2
  6. Mixed Deterministic and Random Optimal Control of Linear Stochastic Systems with Quadratic Costs math.OC · 2017 · author #1
  7. Existence of solution to scalar BSDEs with weakly $L^{1+}$-integrable terminal values math.PR · 2017 · author #1
  8. Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint math.OC · 2017 · author #1
  9. Linear Quadratic Mean Field Game with Control Input Constraint math.OC · 2016 · author #1
  10. Time-Inconsistent Stochastic Linear--Quadratic Control: Characterization and Uniqueness of Equilibrium q-fin.PM · 2015 · author #1
  11. A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions math.PR · 2015 · author #1
  12. Stochastic Maximum Principle for Optimal Control ofPartial Differential Equations Driven by White Noise math.PR · 2014 · author #2
  13. Stochastic partial differential equations driven by space-time fractional noises math.PR · 2014 · author #1
  14. A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension math.PR · 2014 · author #1
  15. On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case math.PR · 2013 · author #2
  16. Stochastic maximum principle for optimal control of SPDEs math.OC · 2013 · author #2
  17. Stochastic maximum principle for optimal control of SPDEs math.OC · 2012 · author #2
  18. Gradient estimates for porous medium and fast diffusion equations by martingale method math.PR · 2012 · author #1
  19. BMO Martingales and Positive Solutions of Heat Equations math.PR · 2012 · author #1
  20. Optimal consumption and investment in incomplete markets with general constraints q-fin.PM · 2010 · author #2
  21. Ergodic BSDEs under weak dissipative assumptions math.PR · 2010 · author #2
  22. On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions math.PR · 2009 · author #2
  23. Backward SDEs with superquadratic growth math.PR · 2009 · author #2
  24. Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations math.PR · 2008 · author #1
  25. Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces math.PR · 2007 · author #2
  26. Multi-dimensional BSDE with Oblique Reflection and Optimal Switching math.PR · 2007 · author #1
  27. Representation Theorems for Quadratic ${\cal F}$-Consistent Nonlinear Expectations math.PR · 2007 · author #1
  28. Quadratic BSDEs with convex generators and unbounded terminal conditions math.PR · 2007 · author #2
  29. Simulation of conditioned diffusions math.ST · 2006 · author #2
  30. BSDE with quadratic growth and unbounded terminal value math.PR · 2005 · author #2

Mentions

  • 1302.0286 #2 · arxiv_oai · confidence 0.70 Ying Hu (IRMAR)
  • 1504.01152 #1 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1503.07703 #1 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1409.4746 #2 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1409.4523 #1 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1406.5993 #1 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1303.4859 #2 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1302.0286 #2 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1206.2119 #2 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1206.1394 #1 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1201.5454 #1 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1010.0080 #2 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 1004.1571 #2 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 0906.0752 #2 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 0902.3316 #2 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 0806.2058 #1 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 0707.4214 #2 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 0706.4365 #1 · backfill · confidence 0.70 Ying Hu (IRMAR)
  • 0704.1796 #1 · backfill · confidence 0.70 Ying Hu (IRMAR)

Frequent Coauthors