439 citations · 1.1k across the 55 of their papers we have counts for
64 papers
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…
Backward stochastic differential equations with conditional reflection and related recursive optimal control problems
Ying Hu, Jianhui Huang, Wenqiang Li
We introduce a new type of reflected backward stochastic differential equations (BSDEs) for which the reflection constraint is imposed on its main solution component, denoted as $Y…
General Mean Reflected BSDEs
Ying Hu, Remi Moreau, Falei Wang
The present paper is devoted to the study of backward stochastic differential equations with mean reflection formulated by Briand et al. [7]. We investigate the solvability of a ge…
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
Tao Hao, Ying Hu, Shanjian Tang +1
In this paper, we study general mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. First, the existence and uniqueness of local and glo…
Backward doubly stochastic differential equations and SPDEs with quadratic growth
Ying Hu, Jiaqiang Wen, Jie Xiong
In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, for short) with quadratic growth. The existence, comparison, and stability result…
Quadratic Mean-Field Reflected BSDEs
Ying Hu, Remi Moreau, Falei Wang
In this paper, we analyze mean-field reflected backward stochastic differential equations when the driver has quadratic growth in the second unknown . Using linearization techni…