2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.PR2007
Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces
Marco Fuhrman, Ying Hu, Gianmario Tessitore
In this paper we introduce a new kind of Backward Stochastic Differential Equations, called ergodic BSDEs, which arise naturally in the study of optimal ergodic control. We study t…
math.PR2007★ 2 cited
Multi-dimensional BSDE with Oblique Reflection and Optimal Switching
Ying Hu, Shanjian Tang
In this paper, we study a multi-dimensional backward stochastic differential equation (BSDE) with oblique reflection, which is a BSDE reflected on the boundary of a special unbound…
math.PR2007★ 1 cited
Representation Theorems for Quadratic -Consistent Nonlinear Expectations
Ying Hu, Jin Ma, Shige Peng +1
In this paper we extend the notion of ``filtration-consistent nonlinear expectation" (or "-consistent nonlinear expectation") to the case when it is allowed to be dominat…