The following pages link to Ying Hu (Q252417):
Displaying 50 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations (Q423422) (← links)
- A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927) (← links)
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139) (← links)
- Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Backward SDEs with superquadratic growth (Q718880) (← links)
- Wong-Zakai approximations of backward doubly stochastic differential equations (Q744969) (← links)
- On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions (Q784360) (← links)
- Simulation of conditioned diffusion and application to parameter estimation (Q855929) (← links)
- Infinite horizon BSDEs in infinite dimensions with continuous driver and applications (Q862255) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- \(N\)-person differential games governed by semilinear stochastic evolution systems (Q1180331) (← links)
- Maximum principle for semilinear stochastic evolution systems (Q1192375) (← links)
- Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs (Q1266271) (← links)
- Potential kernels associated with a filtration and forward-backward SDEs (Q1288460) (← links)
- Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions (Q1313129) (← links)
- On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients. (Q1411713) (← links)
- On the solution of forward-backward SDEs with monotone and continuous coefficients (Q1576547) (← links)
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation (Q1583630) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Gradient estimates for porous medium and fast diffusion equations by martingale method (Q1700390) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (Q1748581) (← links)
- BSDEs with mean reflection (Q1751973) (← links)
- On semi-linear degenerate backward stochastic partial differential equations (Q1849289) (← links)
- Filtration-consistent nonlinear expectations and related \(g\)-expectations (Q1849496) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
- Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs (Q1964793) (← links)
- Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values (Q1990026) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Nonlinear backward stochastic evolutionary equations driven by a space-time white noise (Q2001552) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
- Forward and backward stochastic differential equations with normal constraints in law (Q2229679) (← links)
- Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case (Q2274111) (← links)
- Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268) (← links)
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121) (← links)
- BMO martingales and positive solutions of heat equations (Q2356556) (← links)
- Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
- BSDE with quadratic growth and unbounded terminal value (Q2431750) (← links)
- Backward stochastic differential equations in infinite dimensions with continuous driver and applications (Q2471705) (← links)
