3 papers
math.PR2025
Uniqueness of adapted solutions to scalar BSDEs with Peano-type generators
Shengjun Fan, Ying Hu, Shanjian Tang
A Backward Stochastic Differential Equation (BSDE) with a Peano-type generator, is known to have infinitely many solutions when the terminal value is vanishing, and is shown to hav…
math.OC2025
Relationship between maximum principle and dynamic programming principle for recursive optimal control problem of stochastic evolution equations
Ying Hu, Guomin Liu, Shanjian Tang
This paper aims to study the relationship between the maximum principle and the dynamic programming principle for recursive optimal control problem of stochastic evolution equation…
math.PR2017
Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise
Ying Hu, Shanjian Tang
We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution…