15 citations · 41 across the 10 of their papers we have counts for
7 papers · 1 filter
Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control
Ying Hu, Xiaomin Shi, Zuo Quan Xu
In this paper, we, for the first time, establish two comparison theorems for multi-dimensional backward stochastic differential equations with jumps. Our approach is novel and comp…
Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values
Shengjun Fan, Ying Hu, Shanjian Tang
We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator…
Stochastic partial differential equations driven by space-time fractional noises
Ying Hu, Yiming Jiang, Zhongmin Qian
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDE…
Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators
Ying Hu, Shanjian Tang
The paper is concerned with adapted solution of a multi-dimensional BSDE with a "diagonally" quadratic generator, the quadratic part of whose th component only depends on the $i…
Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations
Ying Hu, Anis Matoussi, Tusheng Zhang
In this paper we obtain a Wong-Zakai approximation to solutions of backward doubly stochastic differential equations.
A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension
Ying Hu, Pierre-Yves Madec, Adrien Richou
We study the large time behaviour of mild solutions of HJB equations in infinite dimension by a purely probabilistic approach. For that purpose, we show that the solution of a BSDE…