Mingshang Hu

activity

20082023

most citedFunction spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes

45 citations · 207 across the 43 of their papers we have counts for

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Showing 2016 · math.PRShow all

3 papers · 2 filters

math.PR2016★ 2 cited

Stochastic optimal control problem with infinite horizon driven by G-Brownian motion

Mingshang Hu, Falei Wang

The present paper considers a stochastic optimal control problem, in which the cost function is defined through a backward stochastic differential equation with infinite horizon dr…

math.PR2016

Stein Type Characterization for $G$ -normal Distributions

Mingshang Hu, Shige Peng, Yongsheng Song

In this article, we provide a Stein type characterization for $G$ -normal distributions: Let $N [φ] = max_{μ \in Θ} μ [φ], φ \in C_{b, L i p} (R),$ be a sublinear expectati…

math.PR2016

Product space for two processes with independent increments under nonlinear expectations

Qiang Gao, Mingshang Hu, Xiaojun Ji +1

In this paper, we consider the product space for two processes with independent increments under nonlinear expectations. By introducing a discretization method, we construct a nonl…

Stochastic optimal control problem with infinite horizon driven by G-Brownian motion

Stein Type Characterization for G-normal Distributions

Product space for two processes with independent increments under nonlinear expectations

Stein Type Characterization for $G$ -normal Distributions