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Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
Tao Hao
,
Ying Hu
,
Shanjian Tang
,
Jiaqiang Wen
Article dans une revue
hal-04966579
v1
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Linear-quadratic Stackelberg differential game: local information versus global information
Xinwei Feng
,
Ying Hu
,
Jianhui Huang
ESAIM: Control, Optimisation and Calculus of Variations, 2024, 30 (Paper No. 47), 41 pp. ⟨10.1051/cocv/2024037⟩
Article dans une revue
hal-03812039
v1
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Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values ⋆
Shengjun Fan
,
Ying Hu
,
Shanjian Tang
Article dans une revue
hal-04168784
v1
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Backward doubly stochastic differential equations and SPDEs with quadratic growth *
Ying Hu
,
Jiaqiang Wen
,
Jie Xiong
Article dans une revue
hal-04601667
v1
|
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Constrained Monotone Mean-Variance Problem with Random Coefficients
Ying Hu
,
Xiaomin Shi
,
Zuo Quan Xu
Article dans une revue
hal-04364587
v1
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Mean-field type Quadratic BSDEs
Hélène Hibon
,
Ying Hu
,
Shanjian Tang
Article dans une revue
hal-01512453
v2
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L1 solution to scalar BSDEs with logarithmic sub-linear growth generators ✩
Shengjun Fan
,
Ying Hu
,
Shanjian Tang
Article dans une revue
hal-03681198
v1
|
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Constrained stochastic LQ control with regime switching and application to portfolio selection
Ying Hu
,
Xiaomin Shi
,
Zuo Quan Xu
Article dans une revue
hal-04366941
v1
|
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Stochastic LQ and Associated Riccati equation of PDEs Driven by State-and Control-Dependent White Noise
Ying Hu
,
Shanjian Tang
Article dans une revue
hal-01872354
v1
|
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Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time
Ying Hu
,
Hanqing Jin
,
Xun Yu Zhou
Article dans une revue
hal-02624308
v1
|
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Forward and Backward Stochastic Differential Equations with normal constraint in law
Philippe Briand
,
Pierre Cardaliaguet
,
Paul-Eric Chaudru de Raynal
,
Ying Hu
Article dans une revue
hal-02053777
v1
|
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Mixed Deterministic and Random Optimal Control of Linear Stochastic Systems with Quadratic Costs
Ying Hu
,
Shanjian Tang
Article dans une revue
hal-01576070
v1
|
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Existence and uniqueness of solution to scalar BSDEs with $L\exp (\mu \sqrt{2\log (1+L)} )$-integrable terminal values: the critical case
Shengjun Fan
,
Ying Hu
Article dans une revue
hal-02304841
v1
|
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An ergodic BSDE approach to entropic risk measure and its large time behavior
Wing Fung Chong
,
Ying Hu
,
Gechun Liang
,
Thaleia Zariphopoulou
Article dans une revue
hal-01361585
v1
|
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Stochastic partial differential equations driven by space-time fractional noises
Ying Hu
,
Yiming Jiang
,
Zhongmin Qian
Article dans une revue
hal-01064283
v1
|
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Stochastic Maximum Principle for Optimal Control ofPartial Differential Equations Driven by White Noise
Marco Fuhrman
,
Ying Hu
,
Gianmario Tessitore
Article dans une revue
hal-01064475
v2
|
|
Quadratic BSDEs with mean reflection
Hélène Hibon
,
Ying Hu
,
Yiqing Lin
,
Peng Luo
,
Falei Wang
Article dans une revue
hal-01535660
v1
|
|
Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints
Ying Hu
,
Jianhui Huang
,
Tianyang Nie
Article dans une revue
hal-01590971
v2
|
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BSDEs with mean reflection
Philippe Briand
,
Romuald Elie
,
Ying Hu
Article dans une revue
hal-01318649
v1
|
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Quadratic backward stochastic differential equations driven by $G$-Brownian motion: discrete solutions and approximation
Ying Hu
,
Yiqing Lin
,
Abdoulaye Soumana-Hima
Article dans une revue
hal-01299263
v1
|
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Uniqueness of solution to scalar BSDEs with $L\exp{\left(\mu \sqrt{2\log{(1+L)}}\,\right)}$-integrable terminal values
Rainer Buckdahn
,
Ying Hu
,
Shanjian Tang
Article dans une revue
hal-01793086
v1
|
|
Existence of solution to scalar BSDEs with $L\exp{\left (\!\!\sqrt {{2\over \lambda }\log {(1+L)}}\,\right )} $-integrable terminal values
Ying Hu
,
Shanjian Tang
Electronic Communications in Probability, 2018, 23 (none), paper n°27, 11 pp. ⟨10.1214/18-ECP127⟩
Article dans une revue
hal-02363154
v1
|
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Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise
Ying Hu
,
Shanjian Tang
Stochastic Processes and their Applications, 2018, 128 (11), pp.3724-3750
Article dans une revue
hal-01570868
v1
|
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Gradient estimates for porous medium and fast diffusion equations by martingale method
Ying Hu
,
Zhongmin Qian
,
Zichen Zhang
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2017, 53 (4), pp.1793-1820. ⟨10.1214/16-AIHP771⟩
Article dans une revue
hal-00705097
v2
|
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Time-Inconsistent Stochastic Linear--Quadratic Control: Characterization and Uniqueness of Equilibrium
Ying Hu
,
Hanqing Jin
,
Xun Yu Zhou
Article dans une revue
hal-01139343
v2
|
|
Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators
Ying Hu
,
Shanjian Tang
Article dans une revue
hal-01058817
v1
|
|
A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions
Ying Hu
,
Pierre-Yves Madec
Article dans une revue
hal-01135840
v3
|
|
Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations
Ying Hu
,
Anis Matoussi
,
Tusheng Zhang
Article dans une revue
hal-01058778
v1
|
|
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
Freddy Delbaen
,
Ying Hu
,
Adrien Richou
Article dans une revue
hal-00802330
v2
|
|
Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations
Ying Hu
,
Shanjian Tang
Article dans une revue
hal-00287645
v2
|
|
BMO Martingales and Positive Solutions of Heat Equations
Ying Hu
,
Zhongmin Qian
Article dans une revue
hal-00662973
v2
|
|
Forward-backward systems for expected utility maximization
Ulrich Horst
,
Ying Hu
,
Peter Imkeller
,
Anthony Réveillac
,
Jianing Zhang
Article dans une revue
hal-00631727
v1
|
|
Stochastic maximum principle for optimal control of SPDEs
Marco Fuhrman
,
Ying Hu
,
Gianmario Tessitore
Article dans une revue
hal-00783615
v1
|
|
Ergodic BSDEs driven by Markov Chains
Samuel N. Cohen
,
Ying Hu
Article dans une revue
hal-00743975
v1
|
|
Stochastic maximum principle for optimal control of SPDEs
Marco Fuhrman
,
Ying Hu
,
Gianmario Tessitore
Article dans une revue
hal-00706554
v1
|
|
Time-Inconsistent Stochastic Linear--Quadratic Control
Ying Hu
,
Hanqing Jin
,
Xun Yu Zhou
Article dans une revue
hal-00691816
v1
|
|
Optimal consumption and investment in incomplete markets with general constraints
Patrick Cheridito
,
Ying Hu
Article dans une revue
hal-00522563
v2
|
|
Ergodic BSDEs under weak dissipative assumptions
Arnaud Debussche
,
Ying Hu
,
Gianmario Tessitore
Article dans une revue
hal-00472146
v1
|
|
Stochastic representation for solutions of Isaacs' type integral-partial differential equations
Rainer Buckdahn
,
Ying Hu
,
Juan Li
Article dans une revue
hal-00675842
v1
|
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Backward SDEs with superquadratic growth
Freddy Delbaen
,
Ying Hu
,
Xiaobo Bao
Article dans une revue
hal-00362685
v1
|
|
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
Freddy Delbaen
,
Ying Hu
,
Adrien Richou
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2011, 47 (2), pp.559-574. ⟨10.1214/10-AIHP372⟩
Article dans une revue
hal-00391112
v1
|
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Multi-dimensional BSDE with Oblique Reflection and Optimal Switching
Ying Hu
,
Shanjian Tang
Article dans une revue
hal-00158569
v2
|
|
Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations
Rainer Buckdahn
,
Ying Hu
Article dans une revue
istex
hal-00536262
v1
|
|
Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces
Marco Fuhrman
,
Ying Hu
,
Gianmario Tessitore
Article dans une revue
hal-00165835
v1
|
|
Noncommutative extrapolation theorems and applications
Ying Hu
Illinois Journal of Mathematics, 2009, 53 (2), pp.463-482
Article dans une revue
hal-00772808
v1
|
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Maximal ergodic theorems for some group actions
Ying Hu
Article dans une revue
hal-00772766
v1
|
|
Representation Theorems for Quadratic ${\cal F}$-Consistent Nonlinear Expectations
Ying Hu
,
Jin Ma
,
Shige Peng
,
Song Yao
Article dans une revue
hal-00141537
v1
|
|
BSDE on an infinite horizon and elliptic PDEs in infinite dimension
Ying Hu
,
Gianmario Tessitore
Article dans une revue
istex
hal-00368765
v1
|
|
Backward stochastic differential equations in infinite dimensions with continuous driver and applications
Marco Fuhrman
,
Ying Hu
Article dans une revue
hal-00364758
v1
|
|
Infinite horizon BSDEs in infinite dimensions with continuous driver and applications
Marco Fuhrman
,
Ying Hu
Article dans une revue
istex
hal-00451614
v1
|
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On a class of stochastic optimal control problems related to BSDEs with quadratic growth
Marco Fuhrman
,
Ying Hu
,
Gianmario Tessitore
Article dans une revue
hal-00451623
v1
|
|
On the comparison theorem for multidimensional BSDEs
Ying Hu
,
Shige Peng
Article dans une revue
hal-00451661
v1
|
|
BSDE with quadratic growth and unbounded terminal value
Philippe Briand
,
Ying Hu
Article dans une revue
hal-00004619
v1
|
|
On Jensen's inequality for g-expectation and for nonlinear expectation
Ying Hu
Article dans une revue
istex
hal-00725270
v1
|