45 citations · 207 across the 43 of their papers we have counts for
Showing 2019 · math.PRShow all
3 papers · 2 filters
math.PR2019
Maximum principle for stochastic recursive optimal control problem under model uncertainty
Mingshang Hu, Falei Wang
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of bac…
math.PR2019★ 1 cited
Explicit positive solutions to -heat equations and the application to -capacities
Mingshang Hu, Yifan Sun
In this paper, we study a class of explicit positive solutions to -heat equations by solving second order nonlinear ordinary differential equations. Based on the positive soluti…
math.PR2019★ 1 cited
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs
Mingshang Hu, Falei Wang
In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. T…