Ying Hu

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Xunyu ZhouLiu Family Professor of IEOR, Columbia UniversityVerified email at columbia.edu
Hanqing JinMathematical Institute, University of OxfordVerified email at nexus.ox.ac.uk
Freddy DelbaenDepartement für Mathematik, ETH ZürichVerified email at math.ethz.ch
Zuoquan XUThe Hong Kong Polytechnic UniversityVerified email at polyu.edu.hk
Gechun LiangUniversity of WarwickVerified email at warwick.ac.uk
Jin MaProfessor of MathematicsVerified email at usc.edu
Falei WangShandong UniversityVerified email at sdu.edu.cn
Jiongmin YongUniversity of Central FloridaVerified email at ucf.edu
Xun LiDepartment of Applied Mathemaitcs, Hong Kong Polytechnic UniversityVerified email at polyu.edu.hk
Patrick CheriditoETH ZurichVerified email at math.ethz.ch
Yiqing LINCMAP, École PolytechniqueVerified email at polytechnique.edu
Jiaqiang WenSouthern University of Science and TechnologyVerified email at sustech.edu.cn
Wing Fung ChongHeriot-Watt UniversityVerified email at hw.ac.uk
Ulrich HorstHumboldt University BerlinVerified email at math.hu-berlin.de
Romuald ElieDeepmind & Université Gustave EiffelVerified email at u-pem.fr
Song YaoUniversity of PittsburghVerified email at pitt.edu
Tianyang NIEShandong University, ChinaVerified email at sdu.edu.cn
Samuel N. CohenProfessor of Mathematics, University of OxfordVerified email at maths.ox.ac.uk
Martin SchweizerETH ZürichVerified email at math.ethz.ch
Peng LuoShanghai Jiao Tong UniversityVerified email at sjtu.edu.cn

Ying Hu

Professor of Mathematics, Université Rennes 1

Verified email at univ-rennes1.fr - Homepage

stochastic analysis control and optimization mathematical finance


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Utility maximization in incomplete markets Y Hu, P Imkeller, M Müller	497	2005
Lp solutions of backward stochastic differential equations P Briand, B Delyon, Y Hu, E Pardoux, L Stoica Stochastic Processes and their Applications 108 (1), 109-129, 2003	465	2003
Solution of forward-backward stochastic differential equations Y Hu, S Peng Probability Theory and Related Fields 103, 273-283, 1995	449	1995
BSDE with quadratic growth and unbounded terminal value P Briand, Y Hu Probability Theory and Related Fields 136 (4), 604-618, 2006	412	2006
Quadratic BSDEs with convex generators and unbounded terminal conditions P Briand, Y Hu Probability Theory and Related Fields 141 (3-4), 543-567, 2008	338	2008
Filtration-consistent nonlinear expectations and related g-expectations F Coquet, Y Hu, J Mémin, S Peng Probability Theory and Related Fields 123 (1), 1-27, 2002	307	2002
Time-inconsistent stochastic linear--quadratic control Y Hu, H Jin, XY Zhou SIAM journal on Control and Optimization 50 (3), 1548-1572, 2012	269	2012
A converse comparison theorem for BSDEs and related properties of g-expectation P Briand, F Coquet, Y Hu, J Mémin, S Peng	222	2000
Adapted solution of a backward semilinear stochastic evolution equation Y Hu, S Peng Stochastic Analysis and Applications 9 (4), 445-459, 1991	199	1991
Multi-dimensional BSDE with oblique reflection and optimal switching Y Hu, S Tang Probability Theory and Related Fields 147 (1-2), 89-121, 2010	173	2010
Time-inconsistent stochastic linear-quadratic control: characterization and uniqueness of equilibrium Y Hu, H Jin, XY Zhou SIAM Journal on Control and Optimization 55 (2), 1261-1279, 2017	137	2017
Backward SDEs with superquadratic growth F Delbaen, Y Hu, X Bao Probability Theory and Related Fields 150, 145-192, 2011	123	2011
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions F Delbaen, Y Hu, A Richou Annales de l'IHP Probabilités et statistiques 47 (2), 559-574, 2011	123	2011
Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs P Briand, Y Hu Journal of Functional Analysis 155 (2), 455-494, 1998	123	1998
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators Y Hu, S Tang Stochastic Processes and their Applications 126 (4), 1066-1086, 2016	121	2016
Simulation of conditioned diffusion and application to parameter estimation B Delyon, Y Hu Stochastic Processes and their Applications 116 (11), 1660-1675, 2006	118	2006
Constrained stochastic LQ control with random coefficients, and application to portfolio selection Y Hu, XY Zhou SIAM Journal on Control and Optimization 44 (2), 444-466, 2005	114	2005
Maximum principle for semilinear stochastic evolution control systems Y Hu, S Peng Stochastics and Stochastic Reports 33 (3-4), 159-180, 1990	108	1990
On semi-linear degenerate backward stochastic partial differential equations Y Hu, J Ma, J Yong Probability Theory and Related Fields 123 (3), 381-411, 2002	99	2002
On the comparison theorem for multidimensional BSDEs Y Hu, S Peng Comptes Rendus Mathematique 343 (2), 135-140, 2006	90	2006

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