439 citations · 1.1k across the 55 of their papers we have counts for
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q-fin.PM2015★ 4 cited
Time-Inconsistent Stochastic Linear--Quadratic Control: Characterization and Uniqueness of Equilibrium
Ying Hu, Hanqing Jin, Xun Yu Zhou
In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and suffic…
math.PR2015
A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions
Ying Hu, Pierre-Yves Madec
This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in wh…